+406.7%
BNY vs EAT
+374.9%
+31.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -1.3% | -7.7% | +6.4% | +0.2% |
| 30D | -0.2% | -13.6% | +13.4% | +2.5% |
| 3M | +14.9% | +33.9% | -18.9% | +8.1% |
| 6M | +40.0% | +47.2% | -7.2% | +28.0% |
| YTD | +42.0% | +48.1% | -6.1% | +29.4% |
| 1Y | +56.9% | +33.7% | +23.2% | +44.9% |
| 3Y | +289.9% | +595.8% | -305.9% | +145.8% |
| 5Y | +259.2% | +314.4% | -55.2% | +141.2% |
| All | +406.7% | +374.9% | +31.8% | +197.0% |
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 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