+21.3%
BAC vs EOG
+99.8%
-78.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +2.1% | -2.4% | +4.4% | +2.5% |
| 30D | -6.7% | +2.9% | -9.7% | -7.6% |
| 3M | -20.2% | +7.2% | -27.5% | -21.9% |
| 6M | -0.2% | +18.2% | -18.4% | -5.3% |
| YTD | -6.4% | +48.9% | -55.2% | -17.8% |
| 1Y | -3.1% | +46.7% | -49.8% | -14.7% |
| 3Y | +96.7% | +37.4% | +59.3% | +74.6% |
| 5Y | +21.3% | +103.9% | -82.6% | -11.9% |
| All | +21.3% | +99.8% | -78.5% | -11.9% |
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