+898.2%
BAX vs EAT
+9,855.7%
-8,957.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.5% |
| 7D | +3.6% | -5.9% | +9.6% | +4.3% |
| 30D | +8.5% | +0.7% | +7.8% | +8.3% |
| 3M | -4.9% | -14.2% | +9.4% | -3.6% |
| 6M | +47.0% | +40.7% | +6.3% | +40.8% |
| YTD | +38.4% | +36.0% | +2.5% | +32.5% |
| 1Y | +49.1% | +83.1% | -33.9% | +37.9% |
| 3Y | -14.9% | +474.8% | -489.7% | -31.5% |
| 5Y | -63.1% | +347.6% | -410.7% | -70.3% |
| 10Y | -35.6% | +321.5% | -357.1% | -52.0% |
| All | +898.2% | +9,855.7% | -8,957.5% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling