+22.6%
BAC vs U
-73.3%
+95.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.5% |
| 7D | +3.2% | +2.6% | +0.7% | +2.9% |
| 30D | -0.7% | +27.6% | -28.3% | -3.5% |
| 3M | -20.0% | +15.3% | -35.3% | -21.5% |
| 6M | +3.4% | +96.4% | -93.0% | -4.7% |
| YTD | -5.7% | +19.6% | -25.3% | -9.7% |
| 1Y | -1.4% | +42.1% | -43.6% | -7.6% |
| 3Y | +97.9% | +87.5% | +10.4% | +71.6% |
| All | +22.6% | -73.3% | +95.9% | +16.3% |
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