+413.6%
BAC vs EWT
+594.1%
-180.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -1.2% |
| 7D | +1.1% | +4.0% | -2.9% | -1.4% |
| 30D | -0.4% | +10.3% | -10.7% | -6.5% |
| 3M | +16.9% | +6.1% | +10.8% | +10.4% |
| 6M | +26.6% | +56.6% | -30.0% | -7.9% |
| YTD | +15.8% | +76.6% | -60.8% | -22.4% |
| 1Y | +27.2% | +97.9% | -70.7% | -21.2% |
| 3Y | +132.4% | +198.0% | -65.6% | +7.2% |
| 5Y | +72.6% | +151.8% | -79.2% | -11.5% |
| 10Y | +389.7% | +514.1% | -124.4% | +39.8% |
| All | +413.6% | +594.1% | -180.5% | +7.4% |
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 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