+547.4%
BTSG vs EAT
+396.6%
+150.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +6.0% | -4.0% | +10.0% | +6.9% |
| 30D | +12.4% | -2.9% | +15.3% | +12.5% |
| 3M | +18.2% | -16.9% | +35.1% | +22.2% |
| 6M | +26.0% | +57.0% | -30.9% | +10.9% |
| YTD | +90.1% | +38.2% | +52.0% | +70.5% |
| 1Y | +124.3% | +69.3% | +55.0% | +90.2% |
| All | +547.4% | +396.6% | +150.8% | +361.3% |
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