-29.2%
ETHA vs BTSG
+415.7%
-444.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.9% | +2.9% | 0.0% | +2.1% |
| 30D | +31.4% | +0.9% | +30.5% | +30.8% |
| 3M | +48.9% | +1.6% | +47.3% | +46.1% |
| 6M | +20.9% | +46.8% | -25.9% | +5.3% |
| YTD | -17.2% | +65.5% | -82.7% | -30.7% |
| 1Y | -42.8% | +136.2% | -179.0% | -57.2% |
| All | -29.2% | +415.7% | -444.9% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling