+397.5%
EAT vs BBWI
-55.4%
+452.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.2% | -2.0% |
| 7D | -4.9% | +1.6% | -6.5% | -5.6% |
| 30D | -1.2% | -6.2% | +5.0% | +0.3% |
| 3M | +52.2% | +4.3% | +47.9% | +45.8% |
| 6M | +65.0% | -7.2% | +72.2% | +62.6% |
| YTD | +55.0% | -3.0% | +58.1% | +48.2% |
| 1Y | +42.1% | -30.8% | +72.8% | +53.5% |
| 3Y | +614.7% | -43.4% | +658.1% | +682.5% |
| 5Y | +322.7% | -66.7% | +389.5% | +465.1% |
| All | +397.5% | -55.4% | +452.9% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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