+134.0%
BP vs EAT
+379.9%
-245.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +5.7% | -6.2% | +11.9% | +7.0% |
| 30D | +8.1% | -3.0% | +11.1% | +8.4% |
| 3M | +8.6% | +45.6% | -37.0% | +0.4% |
| 6M | +18.1% | +53.5% | -35.4% | +6.8% |
| YTD | +37.6% | +49.6% | -12.0% | +24.6% |
| 1Y | +39.4% | +38.9% | +0.5% | +27.0% |
| 3Y | +40.1% | +589.7% | -549.6% | -15.0% |
| 5Y | +141.3% | +318.7% | -177.4% | +55.8% |
| All | +134.0% | +379.9% | -245.8% | +13.4% |
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 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