+707.7%
BE vs BAC
+100.2%
+607.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.3% |
| 7D | +20.5% | +1.5% | +19.0% | +19.2% |
| 30D | -23.4% | -6.4% | -17.0% | -18.4% |
| 3M | -14.9% | -21.7% | +6.8% | +5.0% |
| 6M | -28.1% | +0.5% | -28.6% | -27.8% |
| YTD | +132.4% | -6.7% | +139.1% | +147.5% |
| 1Y | +59.4% | -4.7% | +64.0% | +68.0% |
| 3Y | +1,815.8% | +96.1% | +1,719.8% | +1,036.1% |
| 5Y | +491.3% | +21.7% | +469.6% | +400.0% |
| All | +707.7% | +100.2% | +607.6% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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