+391.9%
BAC vs EOG
+121.2%
+270.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | -1.8% | +2.8% | -4.6% | -2.9% |
| 3M | +15.3% | +5.9% | +9.4% | +12.0% |
| 6M | +30.2% | +17.1% | +13.1% | +20.6% |
| YTD | +15.6% | +43.9% | -28.4% | -1.8% |
| 1Y | +27.5% | +26.9% | +0.6% | +13.5% |
| 3Y | +137.0% | +23.6% | +113.5% | +109.3% |
| 5Y | +75.6% | +178.1% | -102.5% | +3.6% |
| All | +391.9% | +121.2% | +270.6% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling