+1,570.3%
EAT vs BTG
+378.0%
+1,192.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.1% |
| 7D | -4.9% | +4.8% | -9.7% | -5.3% |
| 30D | -1.2% | +8.3% | -9.6% | -1.8% |
| 3M | +52.2% | +32.3% | +19.9% | +48.6% |
| 6M | +65.0% | +3.0% | +62.1% | +63.6% |
| YTD | +55.0% | +21.9% | +33.1% | +51.3% |
| 1Y | +42.1% | +28.2% | +13.9% | +37.7% |
| 3Y | +614.7% | +99.9% | +514.8% | +563.2% |
| 5Y | +322.7% | +73.6% | +249.2% | +292.6% |
| 10Y | +382.0% | +136.5% | +245.5% | +331.7% |
| All | +1,570.3% | +378.0% | +1,192.4% | +955.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BTG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling