+1,376.8%
BAC vs NI
+5,092.7%
-3,715.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +1.1% | +2.0% | -0.9% | 0.0% |
| 30D | -0.4% | -3.5% | +3.1% | +1.5% |
| 3M | +16.9% | -9.1% | +26.0% | +22.6% |
| 6M | +26.6% | -11.8% | +38.5% | +34.6% |
| YTD | +15.8% | +1.1% | +14.7% | +13.9% |
| 1Y | +27.2% | +6.7% | +20.5% | +21.2% |
| 3Y | +132.4% | +71.1% | +61.3% | +69.1% |
| 5Y | +72.6% | +94.3% | -21.7% | +14.6% |
| 10Y | +389.7% | +135.8% | +254.0% | +174.5% |
| All | +1,376.8% | +5,092.7% | -3,715.9% | +50.0% |
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