+131.9%
BAC vs U
-32.9%
+164.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +2.1% | +24.4% | -22.3% | 0.0% |
| 30D | -6.7% | +7.4% | -14.1% | -7.4% |
| 3M | -20.2% | +16.8% | -37.0% | -21.5% |
| 6M | -0.2% | +78.8% | -79.0% | -5.7% |
| YTD | -6.4% | +14.0% | -20.3% | -9.1% |
| 1Y | -3.1% | +16.7% | -19.8% | -6.3% |
| 3Y | +96.7% | +86.4% | +10.4% | +76.4% |
| 5Y | +21.3% | -71.5% | +92.7% | +7.5% |
| All | +131.9% | -32.9% | +164.8% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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