+372.3%
EAT vs BTG
+158.3%
+213.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | -6.2% | -5.5% | -0.7% | -5.6% |
| 30D | -3.0% | +6.1% | -9.1% | -3.8% |
| 3M | +45.6% | +38.6% | +7.0% | +39.0% |
| 6M | +53.5% | +0.7% | +52.9% | +51.7% |
| YTD | +49.6% | +20.3% | +29.3% | +43.5% |
| 1Y | +38.9% | +25.0% | +13.9% | +31.7% |
| 3Y | +589.7% | +97.3% | +492.4% | +501.6% |
| 5Y | +318.7% | +78.3% | +240.3% | +262.8% |
| All | +372.3% | +158.3% | +213.9% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling