-36.9%
BAX vs EAT
+370.1%
-407.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.7% |
| 7D | -5.1% | -6.8% | +1.7% | -4.6% |
| 30D | -12.2% | -5.4% | -6.8% | -11.9% |
| 3M | +21.8% | +42.8% | -20.9% | +18.5% |
| 6M | +36.3% | +56.5% | -20.2% | +31.4% |
| YTD | +27.8% | +50.0% | -22.2% | +23.5% |
| 1Y | -0.1% | +38.3% | -38.3% | -3.1% |
| 3Y | -33.3% | +591.6% | -625.0% | -41.7% |
| 5Y | -67.1% | +312.6% | -379.7% | -70.9% |
| 10Y | -36.9% | +381.4% | -418.4% | -42.0% |
| All | -36.9% | +370.1% | -407.0% | -42.0% |
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