-22.1%
BA vs EOG
+94.0%
-116.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +1.1% | -11.1% | +12.2% | +3.3% |
| 30D | -7.9% | +2.7% | -10.6% | -8.5% |
| 3M | -25.3% | +8.8% | -34.1% | -26.8% |
| 6M | -24.6% | +10.8% | -35.4% | -27.0% |
| YTD | -20.1% | +44.6% | -64.7% | -29.1% |
| 1Y | -11.8% | +44.6% | -56.3% | -21.8% |
| 3Y | -10.1% | +29.5% | -39.6% | -18.8% |
| All | -22.1% | +94.0% | -116.2% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling