+452.1%
BTSG vs EAT
+476.4%
-24.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -3.6% | +1.9% | -5.5% | -4.3% |
| 3M | +5.8% | +68.7% | -62.9% | -7.6% |
| 6M | +44.7% | +66.9% | -22.2% | +25.5% |
| YTD | +62.2% | +60.4% | +1.8% | +41.6% |
| 1Y | +152.1% | +44.0% | +108.1% | +126.2% |
| All | +452.1% | +476.4% | -24.3% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling