+1,370.0%
BAC vs EQT
+3,004.6%
-1,634.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | -0.7% | +6.6% | -7.4% | -2.9% |
| 3M | +16.9% | +4.4% | +12.6% | +14.8% |
| 6M | +29.6% | -10.5% | +40.1% | +33.3% |
| YTD | +15.3% | +3.7% | +11.5% | +12.2% |
| 1Y | +28.8% | +9.9% | +19.0% | +22.4% |
| 3Y | +136.4% | +35.4% | +101.0% | +101.9% |
| 5Y | +72.9% | +189.2% | -116.3% | +3.1% |
| 10Y | +391.8% | +50.7% | +341.1% | +201.8% |
| All | +1,370.0% | +3,004.6% | -1,634.6% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling