+397.7%
BAC vs EWT
+510.6%
-112.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +0.6% | +2.1% | -1.5% | -0.6% |
| 30D | -1.4% | +9.4% | -10.7% | -6.5% |
| 3M | +15.7% | +10.9% | +4.9% | +7.2% |
| 6M | +32.2% | +57.9% | -25.8% | -4.0% |
| YTD | +15.8% | +75.9% | -60.1% | -22.3% |
| 1Y | +27.3% | +89.7% | -62.4% | -19.3% |
| 3Y | +137.5% | +200.9% | -63.4% | +3.1% |
| 5Y | +73.1% | +154.5% | -81.4% | -14.8% |
| 10Y | +397.7% | +520.8% | -123.0% | +30.8% |
| All | +397.7% | +510.6% | -112.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling