+1,090.1%
BAC vs NI
+5,686.0%
-4,595.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.5% | +3.1% | -1.6% | -0.1% |
| 30D | -6.4% | +11.2% | -17.6% | -11.6% |
| 3M | -21.7% | +9.8% | -31.5% | -25.6% |
| 6M | +0.5% | -1.6% | +2.1% | +0.9% |
| YTD | -6.7% | +12.6% | -19.3% | -13.4% |
| 1Y | -4.7% | +7.8% | -12.5% | -9.5% |
| 3Y | +96.1% | +100.5% | -4.4% | +31.2% |
| 5Y | +21.7% | +114.4% | -92.7% | -23.3% |
| 10Y | +232.0% | +193.9% | +38.0% | +65.5% |
| All | +1,090.1% | +5,686.0% | -4,595.9% | +13.9% |
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