+163.2%
BTI vs EOSE
-60.2%
+223.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.0% |
| 7D | -2.0% | +14.0% | -16.0% | -2.1% |
| 30D | -3.4% | -5.9% | +2.5% | -3.4% |
| 3M | -9.0% | -34.3% | +25.3% | -8.8% |
| 6M | -5.0% | -37.8% | +32.7% | -4.9% |
| YTD | -0.3% | -65.2% | +64.9% | +0.1% |
| 1Y | +3.1% | -41.9% | +45.0% | +2.8% |
| 3Y | +111.0% | +44.6% | +66.4% | +104.2% |
| 5Y | +117.0% | -69.2% | +186.2% | +108.8% |
| All | +163.2% | -60.2% | +223.4% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling