+233.0%
BAC vs USFR
+28.5%
+204.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -7.2% | +0.4% | -7.5% | -7.5% |
| 3M | -20.4% | +1.1% | -21.5% | -21.3% |
| 6M | +1.3% | +2.1% | -0.8% | -0.9% |
| YTD | -6.4% | +3.4% | -9.8% | -9.7% |
| 1Y | -3.5% | +4.1% | -7.6% | -7.6% |
| 3Y | +96.7% | +14.4% | +82.3% | +70.9% |
| 5Y | +20.6% | +21.4% | -0.9% | -2.6% |
| 10Y | +233.0% | +28.5% | +204.5% | +148.8% |
| All | +233.0% | +28.5% | +204.5% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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