+18.0%
BAC vs U
-66.8%
+84.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.3% |
| 7D | -1.2% | +36.6% | -37.8% | -4.6% |
| 30D | -7.7% | +13.3% | -21.0% | -9.1% |
| 3M | -21.2% | +26.2% | -47.3% | -23.4% |
| 6M | -6.8% | +88.7% | -95.6% | -13.7% |
| YTD | -8.7% | +16.6% | -25.3% | -12.2% |
| 1Y | -5.3% | +29.0% | -34.2% | -10.2% |
| 3Y | +87.4% | +99.5% | -12.1% | +61.4% |
| All | +18.0% | -66.8% | +84.8% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling