+21.9%
BAC vs NEM
+155.5%
-133.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.9% |
| 7D | +2.0% | +14.7% | -12.8% | +0.5% |
| 30D | -6.9% | +6.2% | -13.2% | -7.6% |
| 3M | -19.6% | +11.0% | -30.6% | -20.6% |
| 6M | -0.5% | +7.9% | -8.4% | -1.7% |
| YTD | -6.6% | +26.2% | -32.8% | -9.9% |
| 1Y | -3.0% | +51.5% | -54.5% | -8.3% |
| 3Y | +97.3% | +290.6% | -193.3% | +63.1% |
| 5Y | +21.9% | +153.1% | -131.2% | +0.8% |
| All | +21.9% | +155.5% | -133.6% | +0.8% |
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