+315.2%
BAC vs EWT
+519.9%
-204.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -3.6% |
| 7D | -1.9% | +3.2% | -5.1% | -4.5% |
| 30D | -7.2% | -12.3% | +5.2% | -0.4% |
| 3M | -20.4% | -3.6% | -16.8% | -19.9% |
| 6M | +1.3% | +3.1% | -1.9% | -4.6% |
| YTD | -6.4% | +57.7% | -64.1% | -33.6% |
| 1Y | -3.5% | +60.3% | -63.8% | -32.4% |
| 3Y | +96.7% | +163.4% | -66.7% | -3.3% |
| 5Y | +20.6% | +127.4% | -106.9% | -35.0% |
| 10Y | +233.0% | +462.7% | -229.7% | -0.5% |
| All | +315.2% | +519.9% | -204.7% | -8.1% |
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 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