+839.3%
BAX vs EAT
+11,250.4%
-10,411.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -3.4% |
| 7D | -2.4% | -4.9% | +2.5% | -1.9% |
| 30D | -9.7% | -1.2% | -8.5% | -9.8% |
| 3M | +29.3% | +52.2% | -23.0% | +23.2% |
| 6M | +40.7% | +65.0% | -24.4% | +32.2% |
| YTD | +30.3% | +55.0% | -24.8% | +23.2% |
| 1Y | +3.4% | +42.1% | -38.7% | -1.6% |
| 3Y | -32.0% | +614.7% | -646.7% | -46.5% |
| 5Y | -66.9% | +322.7% | -389.6% | -73.2% |
| 10Y | -37.1% | +382.0% | -419.1% | -53.7% |
| All | +839.3% | +11,250.4% | -10,411.2% | +217.4% |
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