+35.8%
BN vs EAT
+326.5%
-290.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.7% |
| 7D | -1.2% | -4.9% | +3.7% | +0.1% |
| 30D | -10.9% | -1.2% | -9.7% | -11.0% |
| 3M | -11.1% | +52.2% | -63.3% | -20.9% |
| 6M | -4.4% | +65.0% | -69.4% | -17.6% |
| YTD | -14.1% | +55.0% | -69.2% | -25.1% |
| 1Y | -11.1% | +42.1% | -53.1% | -21.2% |
| 3Y | +75.6% | +614.7% | -539.2% | -6.8% |
| 5Y | +35.8% | +322.7% | -287.0% | -27.1% |
| All | +35.8% | +326.5% | -290.7% | -27.1% |
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 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