+173.8%
ET vs BTG
+159.3%
+14.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.2% | -3.8% | +4.0% | +0.6% |
| 30D | +2.9% | +3.6% | -0.8% | +2.4% |
| 3M | +16.8% | +32.0% | -15.2% | +13.0% |
| 6M | +18.9% | +3.4% | +15.5% | +17.3% |
| YTD | +37.7% | +20.8% | +16.9% | +32.9% |
| 1Y | +32.4% | +22.4% | +10.0% | +26.9% |
| 3Y | +99.5% | +91.7% | +7.8% | +77.7% |
| 5Y | +244.0% | +79.0% | +165.0% | +205.5% |
| All | +173.8% | +159.3% | +14.5% | +140.3% |
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