+426.2%
BTSG vs EAT
+437.5%
-11.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.6% |
| 7D | -5.8% | -6.2% | +0.4% | -4.4% |
| 30D | 0.0% | -3.0% | +3.0% | +0.3% |
| 3M | -4.5% | +45.6% | -50.1% | -13.6% |
| 6M | +40.0% | +53.5% | -13.5% | +23.8% |
| YTD | +54.6% | +49.6% | +5.0% | +37.1% |
| 1Y | +106.1% | +38.9% | +67.2% | +86.1% |
| All | +426.2% | +437.5% | -11.3% | +270.8% |
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 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