-63.9%
BAX vs EAT
+361.6%
-425.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.9% |
| 7D | +12.1% | -2.6% | +14.8% | +12.5% |
| 30D | +7.6% | +11.5% | -3.9% | +6.1% |
| 3M | -4.5% | -9.1% | +4.6% | -3.7% |
| 6M | +52.0% | +40.4% | +11.6% | +45.1% |
| YTD | +35.1% | +43.9% | -8.8% | +28.1% |
| 1Y | +43.7% | +101.9% | -58.2% | +30.6% |
| 3Y | -20.9% | +489.9% | -510.8% | -35.8% |
| All | -63.9% | +361.6% | -425.5% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling