+40.9%
BP vs EAT
+39.0%
+1.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.5% |
| 7D | +4.0% | -6.8% | +10.8% | +3.4% |
| 30D | +7.8% | -5.4% | +13.2% | +7.5% |
| 3M | +8.4% | +42.8% | -34.4% | +12.4% |
| 6M | +15.1% | +56.5% | -41.5% | +20.0% |
| YTD | +36.4% | +50.0% | -13.6% | +43.4% |
| 1Y | +40.9% | +38.3% | +2.6% | +47.4% |
| All | +40.9% | +39.0% | +1.9% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling