+1,376.8%
BAC vs NEM
+487.7%
+889.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -0.4% | +23.1% | -23.5% | -1.3% |
| 3M | +16.9% | +18.5% | -1.6% | +16.0% |
| 6M | +26.6% | +7.8% | +18.8% | +25.9% |
| YTD | +15.8% | +29.1% | -13.3% | +14.2% |
| 1Y | +27.2% | +72.7% | -45.5% | +23.8% |
| 3Y | +132.4% | +248.7% | -116.3% | +119.1% |
| 5Y | +72.6% | +148.7% | -76.1% | +63.9% |
| 10Y | +389.7% | +304.8% | +85.0% | +355.4% |
| All | +1,376.8% | +487.7% | +889.1% | +1,422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling