+49.1%
BAX vs EAT
+96.9%
-47.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | +9.0% | -3.9% | +13.0% | +9.6% |
| 30D | +8.5% | +5.0% | +3.5% | +7.8% |
| 3M | -4.1% | -9.6% | +5.5% | -3.2% |
| 6M | +46.9% | +46.8% | +0.2% | +40.3% |
| YTD | +38.4% | +41.8% | -3.4% | +33.2% |
| All | +49.1% | +96.9% | -47.8% | +39.2% |
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