+126.6%
BHP vs EAT
+310.8%
-184.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.7% |
| 7D | +0.9% | -6.8% | +7.7% | +1.7% |
| 30D | +4.0% | -5.4% | +9.4% | +4.6% |
| 3M | +11.3% | +42.8% | -31.5% | +6.1% |
| 6M | +29.3% | +56.5% | -27.2% | +21.4% |
| YTD | +59.2% | +50.0% | +9.2% | +50.0% |
| 1Y | +80.8% | +38.3% | +42.6% | +71.6% |
| 3Y | +88.0% | +591.6% | -503.7% | +36.4% |
| 5Y | +126.6% | +312.6% | -186.0% | +66.5% |
| All | +126.6% | +310.8% | -184.2% | +66.5% |
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 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