+136.4%
BAC vs EOG
+21.8%
+114.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.2% | -2.0% | +3.2% | +1.5% |
| 30D | -0.7% | +7.9% | -8.6% | -2.3% |
| 3M | +16.9% | +4.5% | +12.4% | +15.4% |
| 6M | +29.6% | +12.3% | +17.3% | +24.7% |
| YTD | +15.3% | +41.9% | -26.6% | +2.6% |
| 1Y | +28.8% | +27.8% | +1.0% | +18.6% |
| 3Y | +136.4% | +21.8% | +114.6% | +114.1% |
| All | +136.4% | +21.8% | +114.5% | +114.1% |
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