+96.7%
BAC vs EOG
+37.6%
+59.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +2.1% | -2.4% | +4.4% | +2.4% |
| 30D | -6.7% | +2.9% | -9.7% | -7.4% |
| 3M | -20.2% | +7.2% | -27.5% | -21.5% |
| 6M | -0.2% | +18.2% | -18.4% | -4.3% |
| YTD | -6.4% | +48.9% | -55.2% | -17.6% |
| 1Y | -3.1% | +46.7% | -49.8% | -14.4% |
| 3Y | +96.7% | +37.4% | +59.3% | +70.9% |
| All | +96.7% | +37.6% | +59.1% | +70.9% |
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 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