+72.9%
BAC vs NEM
+152.5%
-79.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +1.2% | +3.9% | -2.7% | +0.8% |
| 30D | -0.7% | +12.7% | -13.5% | -1.9% |
| 3M | +16.9% | +28.7% | -11.7% | +13.8% |
| 6M | +29.6% | +9.8% | +19.8% | +27.7% |
| YTD | +15.3% | +28.1% | -12.8% | +11.3% |
| 1Y | +28.8% | +69.3% | -40.5% | +20.2% |
| 3Y | +136.4% | +247.7% | -111.3% | +98.7% |
| 5Y | +72.9% | +153.4% | -80.5% | +46.1% |
| All | +72.9% | +152.5% | -79.6% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling