-4.7%
BAC vs EOG
+47.9%
-52.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.2% |
| 7D | +1.5% | +7.4% | -5.9% | +2.5% |
| 30D | -6.4% | +2.3% | -8.7% | -6.1% |
| 3M | -21.7% | +9.5% | -31.1% | -20.6% |
| 6M | +0.5% | +17.7% | -17.2% | +3.2% |
| YTD | -6.7% | +52.9% | -59.6% | -4.1% |
| 1Y | -4.7% | +47.7% | -52.3% | -1.5% |
| All | -4.7% | +47.9% | -52.5% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling