-65.8%
BAX vs EAT
+350.4%
-416.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -1.1% | 0.0% | -1.2% | -1.2% |
| 30D | -5.5% | +1.9% | -7.3% | -5.8% |
| 3M | +33.5% | +68.7% | -35.1% | +25.5% |
| 6M | +35.9% | +66.9% | -31.0% | +27.3% |
| YTD | +35.4% | +60.4% | -25.1% | +27.3% |
| 1Y | +9.8% | +44.0% | -34.2% | +4.0% |
| 3Y | -32.7% | +604.7% | -637.4% | -45.5% |
| All | -65.8% | +350.4% | -416.3% | -72.9% |
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