-0.9%
BA vs EOG
+173.1%
-174.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +1.2% | +1.3% | -0.1% | +0.9% |
| 30D | -11.6% | +8.2% | -19.8% | -13.2% |
| 3M | -2.4% | +3.8% | -6.2% | -3.8% |
| 6M | -6.6% | +15.3% | -21.9% | -11.4% |
| YTD | -2.2% | +41.7% | -44.0% | -12.9% |
| 1Y | -8.0% | +23.6% | -31.6% | -14.8% |
| 3Y | -5.0% | +23.3% | -28.3% | -13.3% |
| All | -0.9% | +173.1% | -174.0% | -35.9% |
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