+23.4%
BA vs EAT
+319.3%
-295.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.2% |
| 7D | -0.6% | -7.1% | +6.5% | +1.7% |
| 30D | -8.0% | -2.3% | -5.7% | -8.1% |
| 3M | -25.8% | -19.6% | -6.2% | -21.4% |
| 6M | -27.6% | +46.0% | -73.6% | -37.9% |
| YTD | -21.0% | +37.7% | -58.7% | -32.1% |
| 1Y | -12.3% | +73.8% | -86.0% | -30.8% |
| 3Y | -12.8% | +482.1% | -494.8% | -58.4% |
| 5Y | -22.4% | +362.5% | -384.8% | -62.4% |
| All | +23.4% | +319.3% | -295.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling