+35.5%
BN vs EAT
+368.3%
-332.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +4.2% |
| 7D | +3.6% | -3.9% | +7.6% | +4.7% |
| 30D | +15.9% | +5.0% | +10.9% | +14.1% |
| 3M | -2.3% | -9.6% | +7.3% | -0.7% |
| 6M | -8.4% | +46.8% | -55.2% | -18.7% |
| YTD | -5.9% | +41.8% | -47.7% | -16.8% |
| 1Y | -5.6% | +98.3% | -103.9% | -24.7% |
| 3Y | +104.2% | +503.1% | -398.8% | +10.4% |
| 5Y | +35.5% | +356.7% | -321.2% | -25.0% |
| All | +35.5% | +368.3% | -332.8% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling