-33.9%
BAX vs EAT
+375.0%
-408.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | +9.0% | -3.9% | +13.0% | +9.4% |
| 30D | +8.5% | +5.0% | +3.5% | +8.0% |
| 3M | -4.1% | -9.6% | +5.5% | -3.6% |
| 6M | +46.9% | +46.8% | +0.2% | +42.4% |
| YTD | +38.4% | +41.8% | -3.4% | +34.1% |
| 1Y | +47.0% | +98.3% | -51.3% | +38.9% |
| 3Y | -14.9% | +503.1% | -518.0% | -25.1% |
| 5Y | -62.5% | +356.7% | -419.2% | -67.0% |
| 10Y | -33.9% | +349.8% | -383.7% | -39.7% |
| All | -33.9% | +375.0% | -408.9% | -39.7% |
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