+78.9%
ETN vs BTSG
+389.4%
-310.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.7% |
| 7D | +3.5% | -3.3% | +6.8% | +4.2% |
| 30D | -7.5% | -1.6% | -5.9% | -7.3% |
| 3M | +8.3% | -6.9% | +15.2% | +8.5% |
| 6M | +20.2% | +42.1% | -21.9% | +9.6% |
| YTD | +34.7% | +56.8% | -22.2% | +20.0% |
| 1Y | +19.4% | +109.8% | -90.4% | -0.3% |
| All | +78.9% | +389.4% | -310.5% | +28.4% |
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