+71.4%
BAC vs U
-68.9%
+140.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.1% | -3.8% | +4.9% | +1.5% |
| 30D | -0.4% | +17.5% | -17.8% | -2.3% |
| 3M | +16.9% | +38.7% | -21.8% | +12.4% |
| 6M | +26.6% | +104.4% | -77.8% | +16.1% |
| YTD | +15.8% | -5.7% | +21.5% | +14.2% |
| 1Y | +27.2% | +3.7% | +23.5% | +23.1% |
| 3Y | +132.4% | +12.3% | +120.1% | +113.6% |
| All | +71.4% | -68.9% | +140.3% | +63.4% |
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