+186.8%
BAC vs U
-44.5%
+231.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.1% | -3.8% | +4.9% | +1.4% |
| 30D | -0.4% | +17.5% | -17.8% | -1.9% |
| 3M | +16.9% | +38.7% | -21.8% | +13.4% |
| 6M | +26.6% | +104.4% | -77.8% | +18.2% |
| YTD | +15.8% | -5.7% | +21.5% | +14.5% |
| 1Y | +27.2% | +3.7% | +23.5% | +24.0% |
| 3Y | +132.4% | +12.3% | +120.1% | +117.2% |
| 5Y | +72.6% | -68.8% | +141.4% | +58.5% |
| All | +186.8% | -44.5% | +231.3% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling