+237.7%
BAC vs RF
+248.4%
-10.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +2.1% | +0.3% | +1.7% | +1.9% |
| 30D | -6.7% | +6.2% | -12.9% | -10.6% |
| 3M | -20.2% | -7.8% | -12.4% | -15.6% |
| 6M | -0.2% | +5.9% | -6.1% | -4.6% |
| YTD | -6.4% | +9.0% | -15.4% | -12.6% |
| 1Y | -3.1% | +19.3% | -22.4% | -15.2% |
| 3Y | +96.7% | +116.4% | -19.7% | +10.3% |
| 5Y | +21.3% | +46.0% | -24.8% | -13.1% |
| 10Y | +237.7% | +239.8% | -2.1% | +19.8% |
| All | +237.7% | +248.4% | -10.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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