+965.8%
ET vs BTG
+378.0%
+587.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | +0.4% | +4.8% | -4.4% | 0.0% |
| 30D | +6.9% | +8.3% | -1.5% | +6.0% |
| 3M | +13.1% | +32.3% | -19.2% | +9.8% |
| 6M | +18.7% | +3.0% | +15.8% | +17.3% |
| YTD | +37.4% | +21.9% | +15.5% | +33.3% |
| 1Y | +34.8% | +28.2% | +6.6% | +29.6% |
| 3Y | +96.8% | +99.9% | -3.1% | +79.2% |
| 5Y | +238.2% | +73.6% | +164.7% | +209.0% |
| 10Y | +159.4% | +136.5% | +22.9% | +122.8% |
| All | +965.8% | +378.0% | +587.8% | +607.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling