+72.9%
BAC vs EWT
+154.5%
-81.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.2% | +1.6% | -0.5% | +0.5% |
| 30D | -0.7% | +8.2% | -8.9% | -4.0% |
| 3M | +16.9% | +11.1% | +5.9% | +10.6% |
| 6M | +29.6% | +60.4% | -30.8% | +0.9% |
| YTD | +15.3% | +75.6% | -60.3% | -14.9% |
| 1Y | +28.8% | +91.3% | -62.5% | -9.6% |
| 3Y | +136.4% | +200.3% | -63.9% | +19.0% |
| 5Y | +72.9% | +156.4% | -83.5% | +0.1% |
| All | +72.9% | +154.5% | -81.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling