+71.4%
BAC vs REPL
-54.3%
+125.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +1.1% | -3.0% | +4.1% | +1.1% |
| 30D | -0.4% | +27.1% | -27.5% | -0.8% |
| 3M | +16.9% | +52.4% | -35.5% | +15.3% |
| 6M | +26.6% | +107.4% | -80.8% | +22.0% |
| YTD | +15.8% | +54.7% | -38.9% | +12.4% |
| 1Y | +27.2% | +158.9% | -131.7% | +20.1% |
| 3Y | +132.4% | -23.7% | +156.1% | +118.4% |
| All | +71.4% | -54.3% | +125.7% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling