+102.6%
BAC vs NET
+1,381.0%
-1,278.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.5% | +4.2% |
| 7D | +1.5% | -16.4% | +17.9% | +3.1% |
| 30D | -4.4% | -25.8% | +21.5% | -1.9% |
| 3M | -17.5% | -11.5% | -6.0% | -17.0% |
| 6M | -0.1% | +18.9% | -19.0% | -2.9% |
| YTD | -4.6% | +35.2% | -39.8% | -9.2% |
| 1Y | -1.5% | +14.5% | -16.0% | -4.7% |
| 3Y | +95.2% | +313.8% | -218.6% | +64.8% |
| 5Y | +23.3% | +32.6% | -9.3% | +4.0% |
| All | +102.6% | +1,381.0% | -1,278.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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