+635.5%
EAT vs BBWI
-42.5%
+678.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | -0.1% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | +1.9% | -5.2% | +7.1% | +2.8% |
| 3M | +68.7% | +11.1% | +57.6% | +61.4% |
| 6M | +66.9% | -13.4% | +80.3% | +69.8% |
| YTD | +60.4% | +0.1% | +60.3% | +55.1% |
| 1Y | +44.0% | -36.1% | +80.1% | +60.1% |
| All | +635.5% | -42.5% | +678.0% | +722.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling