+72.7%
BAC vs EQT
+197.4%
-124.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -1.8% | +1.1% | -2.8% | -2.0% |
| 3M | +15.3% | +4.8% | +10.5% | +14.0% |
| 6M | +30.2% | -10.6% | +40.7% | +32.5% |
| YTD | +15.6% | +3.4% | +12.1% | +13.8% |
| 1Y | +27.5% | +8.7% | +18.8% | +23.8% |
| 3Y | +137.0% | +35.0% | +102.1% | +115.2% |
| All | +72.7% | +197.4% | -124.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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