+2,530.0%
EAT vs BB
+258.8%
+2,271.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -5.6% | +5.7% | +0.7% |
| 30D | +1.9% | -11.8% | +13.7% | +3.2% |
| 3M | +68.7% | -25.5% | +94.2% | +72.7% |
| 6M | +66.9% | +121.3% | -54.4% | +46.9% |
| YTD | +60.4% | +103.2% | -42.8% | +42.7% |
| 1Y | +44.0% | +102.6% | -58.6% | +27.3% |
| 3Y | +604.7% | +37.5% | +567.2% | +531.7% |
| 5Y | +347.0% | -30.4% | +377.5% | +327.4% |
| 10Y | +390.8% | 0.0% | +390.8% | +303.2% |
| All | +2,530.0% | +258.8% | +2,271.1% | +1,698.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling