+33.5%
BN vs EOSE
-70.2%
+103.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -0.9% |
| 7D | -5.9% | +14.0% | -19.9% | -7.0% |
| 30D | -15.1% | -5.9% | -9.2% | -15.0% |
| 3M | -14.6% | -34.3% | +19.7% | -12.6% |
| 6M | -8.4% | -37.8% | +29.3% | -7.0% |
| YTD | -16.8% | -65.2% | +48.4% | -13.0% |
| 1Y | -14.4% | -41.9% | +27.6% | -15.2% |
| 3Y | +70.1% | +44.6% | +25.5% | +44.6% |
| 5Y | +33.5% | -69.2% | +102.7% | +19.7% |
| All | +33.5% | -70.2% | +103.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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