+87.4%
BAC vs EAT
+486.0%
-398.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -1.2% | -2.6% | +1.5% | -0.8% |
| 30D | -7.7% | +11.5% | -19.1% | -9.4% |
| 3M | -21.2% | -9.1% | -12.0% | -20.3% |
| 6M | -6.8% | +40.4% | -47.3% | -13.1% |
| YTD | -8.7% | +43.9% | -52.6% | -15.8% |
| 1Y | -5.3% | +101.9% | -107.2% | -18.3% |
| 3Y | +87.4% | +489.9% | -402.4% | +25.1% |
| All | +87.4% | +486.0% | -398.6% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling