-3.1%
BAC vs NEM
+39.8%
-42.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +0.7% |
| 7D | +2.1% | +11.6% | -9.6% | +0.9% |
| 30D | -6.7% | +1.8% | -8.5% | -7.1% |
| 3M | -20.2% | +2.5% | -22.7% | -20.6% |
| 6M | -0.2% | +3.4% | -3.6% | -1.3% |
| YTD | -6.4% | +20.9% | -27.3% | -11.9% |
| 1Y | -3.1% | +37.2% | -40.3% | -11.2% |
| All | -3.1% | +39.8% | -42.9% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling