+22.6%
BAC vs NDAQ
+66.7%
-44.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.2% | +1.3% | +2.0% | +2.7% |
| 30D | -0.7% | +18.0% | -18.7% | -8.0% |
| 3M | -20.0% | +11.5% | -31.5% | -24.1% |
| 6M | +3.4% | +21.1% | -17.7% | -6.2% |
| YTD | -5.7% | +12.8% | -18.6% | -12.2% |
| 1Y | -1.4% | +25.7% | -27.1% | -13.5% |
| 3Y | +97.9% | +116.8% | -18.9% | +30.5% |
| All | +22.6% | +66.7% | -44.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling