+106.1%
BTSG vs EAT
+38.2%
+67.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.6% |
| 7D | -5.8% | -6.2% | +0.4% | -4.9% |
| 30D | 0.0% | -3.0% | +3.0% | +0.1% |
| 3M | -4.5% | +45.6% | -50.1% | -11.2% |
| 6M | +40.0% | +53.5% | -13.5% | +28.5% |
| YTD | +54.6% | +49.6% | +5.0% | +42.5% |
| 1Y | +106.1% | +38.9% | +67.2% | +89.0% |
| All | +106.1% | +38.2% | +67.9% | +89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling