+251.7%
BAC vs EAT
+375.0%
-123.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | +2.0% | -3.9% | +5.9% | +2.9% |
| 30D | -6.9% | +5.0% | -11.9% | -8.3% |
| 3M | -19.6% | -9.6% | -9.9% | -18.4% |
| 6M | -0.5% | +46.8% | -47.2% | -10.8% |
| YTD | -6.6% | +41.8% | -48.4% | -16.4% |
| 1Y | -3.0% | +98.3% | -101.3% | -20.5% |
| 3Y | +97.3% | +503.1% | -405.7% | +16.4% |
| 5Y | +21.9% | +356.7% | -334.8% | -26.8% |
| 10Y | +251.7% | +349.8% | -98.1% | +99.7% |
| All | +251.7% | +375.0% | -123.3% | +99.7% |
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