+314.2%
BAC vs EWT
+491.8%
-177.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -4.9% | -2.1% |
| 7D | +2.0% | -5.0% | +7.0% | +4.5% |
| 30D | -6.9% | -16.3% | +9.4% | +2.9% |
| 3M | -19.6% | -7.2% | -12.4% | -17.0% |
| 6M | -0.5% | -0.5% | 0.0% | -4.0% |
| YTD | -6.6% | +50.6% | -57.2% | -31.7% |
| 1Y | -3.0% | +54.8% | -57.8% | -30.4% |
| 3Y | +97.3% | +155.5% | -58.2% | -1.1% |
| 5Y | +21.9% | +116.4% | -94.5% | -32.2% |
| 10Y | +251.7% | +421.4% | -169.8% | +10.3% |
| All | +314.2% | +491.8% | -177.6% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling