-27.0%
ETHA vs BTSG
+388.6%
-415.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.8% |
| 7D | +3.5% | -3.3% | +6.7% | +4.3% |
| 30D | +35.3% | -1.6% | +36.9% | +35.6% |
| 3M | +50.9% | -6.9% | +57.8% | +51.7% |
| 6M | +22.1% | +42.1% | -20.0% | +7.1% |
| YTD | -14.6% | +56.8% | -71.4% | -27.5% |
| 1Y | -42.8% | +109.8% | -152.6% | -55.7% |
| All | -27.0% | +388.6% | -415.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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