+70.3%
BTI vs EAT
+379.9%
-309.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -2.0% | -6.2% | +4.2% | -1.5% |
| 30D | -3.4% | -3.0% | -0.4% | -3.3% |
| 3M | -9.0% | +45.6% | -54.6% | -11.8% |
| 6M | -5.0% | +53.5% | -58.6% | -8.6% |
| YTD | -0.3% | +49.6% | -49.9% | -4.1% |
| 1Y | +3.1% | +38.9% | -35.8% | -0.4% |
| 3Y | +111.0% | +589.7% | -478.7% | +73.7% |
| 5Y | +117.0% | +318.7% | -201.6% | +82.8% |
| All | +70.3% | +379.9% | -309.6% | +23.2% |
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