-27.0%
ETHA vs BTG
+88.7%
-115.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.1% |
| 7D | +3.5% | -3.8% | +7.2% | +4.4% |
| 30D | +35.3% | +3.6% | +31.7% | +34.1% |
| 3M | +50.9% | +32.0% | +18.8% | +40.1% |
| 6M | +22.1% | +3.4% | +18.8% | +19.3% |
| YTD | -14.6% | +20.8% | -35.4% | -19.6% |
| 1Y | -42.8% | +22.4% | -65.2% | -47.1% |
| All | -27.0% | +88.7% | -115.7% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling