+1,399.3%
ETN vs BTG
+373.5%
+1,025.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | -3.8% | +7.3% | +3.8% |
| 30D | -7.5% | +3.6% | -11.2% | -7.8% |
| 3M | +8.3% | +32.0% | -23.7% | +6.0% |
| 6M | +20.2% | +3.4% | +16.8% | +19.3% |
| YTD | +34.7% | +20.8% | +13.9% | +32.0% |
| 1Y | +19.4% | +22.4% | -3.0% | +16.8% |
| 3Y | +85.5% | +91.7% | -6.2% | +74.5% |
| 5Y | +186.6% | +79.0% | +107.6% | +168.3% |
| 10Y | +724.7% | +152.6% | +572.1% | +631.1% |
| All | +1,399.3% | +373.5% | +1,025.8% | +1,026.7% |
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