+391.9%
BAC vs NI
+143.3%
+248.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -0.3% | -0.6% | +0.3% | 0.0% |
| 30D | -1.8% | -1.4% | -0.3% | -1.2% |
| 3M | +15.3% | -10.6% | +25.9% | +20.6% |
| 6M | +30.2% | -9.9% | +40.1% | +35.4% |
| YTD | +15.6% | +1.2% | +14.4% | +14.0% |
| 1Y | +27.5% | +4.4% | +23.0% | +23.7% |
| 3Y | +137.0% | +68.6% | +68.4% | +84.5% |
| 5Y | +75.6% | +98.0% | -22.4% | +25.4% |
| All | +391.9% | +143.3% | +248.6% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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