+107.1%
BTI vs EAT
+585.9%
-478.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -2.0% | -6.2% | +4.2% | -1.8% |
| 30D | -3.4% | -3.0% | -0.4% | -3.4% |
| 3M | -9.0% | +45.6% | -54.6% | -10.0% |
| 6M | -5.0% | +53.5% | -58.6% | -6.3% |
| YTD | -0.3% | +49.6% | -49.9% | -1.6% |
| 1Y | +3.1% | +38.9% | -35.8% | +2.0% |
| All | +107.1% | +585.9% | -478.8% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling