+305.5%
BN vs EAT
+321.8%
-16.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.4% |
| 7D | +4.3% | -5.9% | +10.2% | +5.8% |
| 30D | +14.3% | +0.7% | +13.6% | +13.8% |
| 3M | -4.1% | -14.2% | +10.1% | -1.4% |
| 6M | -9.7% | +40.7% | -50.4% | -17.9% |
| YTD | -7.1% | +36.0% | -43.1% | -15.9% |
| 1Y | -7.4% | +83.1% | -90.5% | -22.3% |
| 3Y | +102.3% | +474.8% | -372.5% | +24.9% |
| 5Y | +35.9% | +347.6% | -311.7% | -14.9% |
| All | +305.5% | +321.8% | -16.3% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling