+138.3%
BAC vs NVD
-99.1%
+237.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | 0.0% |
| 7D | -0.3% | +9.0% | -9.3% | +0.2% |
| 30D | -1.8% | -5.5% | +3.7% | -1.9% |
| 3M | +15.3% | -24.6% | +39.9% | +14.1% |
| 6M | +30.2% | -42.1% | +72.2% | +27.3% |
| YTD | +15.6% | -44.3% | +59.9% | +13.1% |
| 1Y | +27.5% | -54.2% | +81.6% | +24.0% |
| 3Y | +137.0% | -99.1% | +236.2% | +109.2% |
| All | +138.3% | -99.1% | +237.5% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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