+104.6%
BAC vs REPL
+45.5%
+59.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.1% |
| 7D | +2.1% | +12.7% | -10.7% | +1.6% |
| 30D | -6.7% | +73.5% | -80.2% | -8.7% |
| 3M | -20.2% | +70.3% | -90.5% | -22.0% |
| 6M | -0.2% | +472.0% | -472.2% | -9.9% |
| YTD | -6.4% | +139.5% | -145.9% | -14.6% |
| 1Y | -3.1% | +167.3% | -170.4% | -12.2% |
| 3Y | +96.7% | +109.5% | -12.8% | +54.5% |
| 5Y | +21.3% | -29.9% | +51.2% | +3.9% |
| All | +104.6% | +45.5% | +59.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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