-4.6%
BA vs EOG
+22.4%
-27.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +1.2% | +1.3% | -0.1% | +1.1% |
| 30D | -11.6% | +8.2% | -19.8% | -12.2% |
| 3M | -2.4% | +3.8% | -6.2% | -2.9% |
| 6M | -6.6% | +15.3% | -21.9% | -10.0% |
| YTD | -2.2% | +41.7% | -44.0% | -11.2% |
| 1Y | -8.0% | +23.6% | -31.6% | -13.1% |
| All | -4.6% | +22.4% | -27.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling