-5.8%
BN vs EAT
+75.7%
-81.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -1.0% | -4.0% | +3.0% | -0.6% |
| 30D | +14.0% | -2.9% | +16.9% | +14.3% |
| 3M | -9.0% | -16.9% | +7.9% | -7.4% |
| 6M | -8.8% | +57.0% | -65.8% | -14.6% |
| YTD | -10.3% | +38.2% | -48.4% | -14.4% |
| 1Y | -5.8% | +69.3% | -75.1% | -10.1% |
| All | -5.8% | +75.7% | -81.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling