+687.9%
NFLX vs BAC
+392.4%
+295.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -8.1% | +0.6% | -8.7% | -8.3% |
| 30D | -0.3% | -1.4% | +1.0% | 0.0% |
| 3M | -6.6% | +15.7% | -22.4% | -10.7% |
| 6M | -22.7% | +32.2% | -54.9% | -29.1% |
| YTD | -18.9% | +15.8% | -34.7% | -22.8% |
| 1Y | -39.8% | +27.3% | -67.1% | -44.5% |
| 3Y | +71.7% | +137.5% | -65.7% | +28.3% |
| 5Y | +27.2% | +73.1% | -45.8% | +4.0% |
| 10Y | +687.9% | +397.7% | +290.1% | +371.9% |
| All | +687.9% | +392.4% | +295.4% | +371.9% |
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