+1,376.8%
BAC vs EAT
+11,644.8%
-10,268.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | +1.9% | -2.3% | -1.3% |
| 3M | +16.9% | +68.7% | -51.8% | -0.6% |
| 6M | +26.6% | +66.9% | -40.3% | +6.6% |
| YTD | +15.8% | +60.4% | -44.6% | -1.8% |
| 1Y | +27.2% | +44.0% | -16.8% | +10.1% |
| 3Y | +132.4% | +604.7% | -472.3% | +18.2% |
| 5Y | +72.6% | +347.0% | -274.5% | -5.9% |
| 10Y | +389.7% | +390.8% | -1.0% | +111.3% |
| All | +1,376.8% | +11,644.8% | -10,268.0% | +117.4% |
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