+1,821.9%
BA vs EAT
+11,644.8%
-9,822.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.2% | 0.0% | +1.1% | +1.1% |
| 30D | -11.6% | +1.9% | -13.5% | -12.4% |
| 3M | -2.4% | +68.7% | -71.0% | -15.1% |
| 6M | -6.6% | +66.9% | -73.5% | -19.6% |
| YTD | -2.2% | +60.4% | -62.7% | -15.3% |
| 1Y | -8.0% | +44.0% | -52.0% | -18.8% |
| 3Y | -5.0% | +604.7% | -609.7% | -46.7% |
| 5Y | -2.7% | +347.0% | -349.7% | -41.2% |
| 10Y | +75.9% | +390.8% | -314.9% | -9.6% |
| All | +1,821.9% | +11,644.8% | -9,822.9% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling