+74.6%
ETN vs BTSG
+416.6%
-342.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +6.2% | +2.9% | +3.3% | +5.7% |
| 30D | -6.7% | +0.9% | -7.6% | -7.0% |
| 3M | +3.6% | +1.6% | +2.0% | +2.0% |
| 6M | +18.3% | +46.8% | -28.5% | +7.2% |
| YTD | +31.5% | +65.5% | -34.1% | +15.9% |
| 1Y | +20.6% | +136.2% | -115.7% | -1.8% |
| All | +74.6% | +416.6% | -342.0% | +24.1% |
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