+246.5%
BBY vs EAT
+374.9%
-128.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +0.6% | -7.7% | +8.3% | +2.4% |
| 30D | +9.4% | -13.6% | +23.0% | +13.0% |
| 3M | +19.3% | +33.9% | -14.5% | +10.8% |
| 6M | +47.9% | +47.2% | +0.7% | +33.0% |
| YTD | +39.6% | +48.1% | -8.5% | +24.7% |
| 1Y | +22.2% | +33.7% | -11.5% | +11.1% |
| 3Y | +45.0% | +595.8% | -550.8% | -14.2% |
| 5Y | +2.6% | +314.4% | -311.8% | -34.9% |
| All | +246.5% | +374.9% | -128.4% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling