-33.1%
BAX vs EAT
+320.8%
-353.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | -4.0% | +4.1% | +0.4% |
| 30D | +4.1% | -2.9% | +7.0% | +4.2% |
| 3M | -4.5% | -16.9% | +12.3% | -3.4% |
| 6M | +49.2% | +57.0% | -7.7% | +43.9% |
| YTD | +35.2% | +38.2% | -2.9% | +31.3% |
| 1Y | +38.3% | +69.3% | -31.0% | +32.2% |
| 3Y | -19.0% | +483.0% | -502.0% | -28.6% |
| 5Y | -64.2% | +364.1% | -428.3% | -68.5% |
| All | -33.1% | +320.8% | -353.9% | -38.0% |
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