+1,093.8%
BAC vs NI
+5,653.1%
-4,559.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.9% | +0.6% | -2.4% | -2.1% |
| 30D | -7.2% | +11.2% | -18.4% | -12.4% |
| 3M | -20.4% | +9.2% | -29.6% | -24.2% |
| 6M | +1.3% | -1.8% | +3.1% | +1.8% |
| YTD | -6.4% | +12.0% | -18.4% | -12.9% |
| 1Y | -3.5% | +6.4% | -10.0% | -7.8% |
| 3Y | +96.7% | +99.4% | -2.7% | +32.1% |
| 5Y | +20.6% | +113.1% | -92.5% | -23.7% |
| 10Y | +233.0% | +192.3% | +40.8% | +66.6% |
| All | +1,093.8% | +5,653.1% | -4,559.3% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling