+349.8%
EAT vs BAH
+218.8%
+131.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -3.9% | -1.5% | -2.4% | -3.6% |
| 30D | +5.0% | +17.3% | -12.3% | +0.9% |
| 3M | -9.6% | +14.9% | -24.5% | -13.0% |
| 6M | +46.8% | +14.2% | +32.5% | +40.4% |
| YTD | +41.8% | +5.1% | +36.7% | +37.0% |
| 1Y | +98.3% | +2.1% | +96.2% | +92.6% |
| 3Y | +503.1% | -26.0% | +529.0% | +513.2% |
| 5Y | +356.7% | +9.0% | +347.7% | +288.8% |
| 10Y | +349.8% | +208.8% | +141.0% | +216.8% |
| All | +349.8% | +218.8% | +131.0% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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