+72.3%
BAC vs NI
+96.2%
-23.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +1.2% | +2.3% | -1.1% | +0.3% |
| 30D | -0.7% | -1.7% | +0.9% | -0.1% |
| 3M | +16.9% | -8.0% | +24.9% | +20.4% |
| 6M | +29.6% | -8.6% | +38.2% | +33.5% |
| YTD | +15.3% | +2.3% | +12.9% | +13.0% |
| 1Y | +28.8% | +6.9% | +21.9% | +23.6% |
| 3Y | +136.4% | +70.6% | +65.8% | +84.3% |
| All | +72.3% | +96.2% | -23.9% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling