+48.0%
BAX vs EAT
+109.8%
-61.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +3.2% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +9.4% | +13.5% | -4.1% | +7.7% |
| 3M | -6.5% | +1.0% | -7.5% | -7.0% |
| 6M | +59.6% | +57.3% | +2.3% | +51.1% |
| YTD | +38.9% | +53.6% | -14.7% | +32.7% |
| 1Y | +48.0% | +110.8% | -62.8% | +38.2% |
| All | +48.0% | +109.8% | -61.8% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling