+318.7%
EAT vs BTG
+75.0%
+243.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -6.2% | -5.5% | -0.7% | -5.6% |
| 30D | -3.0% | +6.1% | -9.1% | -3.7% |
| 3M | +45.6% | +38.6% | +7.0% | +39.5% |
| 6M | +53.5% | +0.7% | +52.9% | +52.0% |
| YTD | +49.6% | +20.3% | +29.3% | +43.7% |
| 1Y | +38.9% | +25.0% | +13.9% | +31.5% |
| 3Y | +589.7% | +97.3% | +492.4% | +497.1% |
| 5Y | +318.7% | +78.3% | +240.3% | +283.9% |
| All | +318.7% | +75.0% | +243.7% | +283.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling