+392.9%
BAC vs NYT
+489.9%
-97.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -2.8% | +4.6% | -7.4% | -4.1% |
| 3M | +14.2% | -9.6% | +23.8% | +16.8% |
| 6M | +30.5% | -14.0% | +44.5% | +35.0% |
| YTD | +15.8% | -2.8% | +18.7% | +15.0% |
| 1Y | +26.2% | +15.6% | +10.6% | +18.5% |
| 3Y | +136.5% | +56.3% | +80.2% | +97.7% |
| 5Y | +75.9% | +39.5% | +36.4% | +47.6% |
| All | +392.9% | +489.9% | -97.0% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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