+127.0%
BP vs EAT
+328.6%
-201.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.7% |
| 7D | -6.3% | -5.9% | -0.4% | -5.4% |
| 30D | -3.6% | +0.7% | -4.3% | -4.1% |
| 3M | +5.2% | -14.2% | +19.5% | +7.4% |
| 6M | +5.3% | +40.7% | -35.4% | -3.0% |
| YTD | +33.1% | +36.0% | -2.8% | +22.0% |
| 1Y | +26.3% | +83.1% | -56.8% | +8.2% |
| 3Y | +47.5% | +474.8% | -427.3% | -7.3% |
| 5Y | +106.2% | +347.6% | -241.4% | +29.6% |
| 10Y | +127.0% | +321.5% | -194.6% | +12.3% |
| All | +127.0% | +328.6% | -201.6% | +12.3% |
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