+214.5%
BAC vs NDAQ
+472.7%
-258.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +1.5% | +1.7% | -0.2% | +0.5% |
| 30D | -6.4% | +16.2% | -22.6% | -14.4% |
| 3M | -21.7% | +14.0% | -35.6% | -27.8% |
| 6M | +0.5% | +22.3% | -21.8% | -12.0% |
| YTD | -6.7% | +13.0% | -19.7% | -15.3% |
| 1Y | -4.7% | +24.0% | -28.7% | -18.5% |
| 3Y | +96.1% | +117.1% | -21.0% | +15.7% |
| 5Y | +21.7% | +67.5% | -45.8% | -17.1% |
| All | +214.5% | +472.7% | -258.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NDAQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling