+391.8%
BAC vs ON
+552.1%
-160.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.7% |
| 7D | +1.2% | -2.2% | +3.3% | +1.7% |
| 30D | -0.7% | -12.4% | +11.7% | +2.5% |
| 3M | +16.9% | -41.2% | +58.1% | +30.5% |
| 6M | +29.6% | +25.0% | +4.6% | +15.6% |
| YTD | +15.3% | +31.3% | -16.0% | +0.7% |
| 1Y | +28.8% | +45.4% | -16.6% | +8.3% |
| 3Y | +136.4% | -27.4% | +163.8% | +124.8% |
| 5Y | +72.9% | +58.5% | +14.4% | +16.5% |
| 10Y | +391.8% | +561.8% | -170.1% | +89.4% |
| All | +391.8% | +552.1% | -160.3% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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