+391.9%
BAC vs NEM
+316.8%
+75.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | -0.3% | -3.3% | +3.0% | 0.0% |
| 30D | -1.8% | +7.8% | -9.6% | -2.3% |
| 3M | +15.3% | +36.3% | -21.0% | +12.6% |
| 6M | +30.2% | +6.6% | +23.6% | +29.0% |
| YTD | +15.6% | +27.1% | -11.6% | +12.8% |
| 1Y | +27.5% | +62.3% | -34.9% | +22.0% |
| 3Y | +137.0% | +245.1% | -108.0% | +112.8% |
| 5Y | +75.6% | +154.0% | -78.4% | +58.3% |
| All | +391.9% | +316.8% | +75.1% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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