+97.3%
BAC vs EWT
+153.9%
-56.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -4.9% | +0.4% |
| 7D | +2.0% | -5.0% | +7.0% | +3.1% |
| 30D | -6.9% | -16.3% | +9.4% | -2.8% |
| 3M | -19.6% | -7.2% | -12.4% | -18.3% |
| 6M | -0.5% | -0.5% | 0.0% | -2.1% |
| YTD | -6.6% | +50.6% | -57.2% | -21.2% |
| 1Y | -3.0% | +54.8% | -57.8% | -19.0% |
| 3Y | +97.3% | +155.5% | -58.2% | +21.4% |
| All | +97.3% | +153.9% | -56.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling