+277.5%
ETR vs BTG
+378.0%
-100.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +1.3% |
| 7D | +1.4% | +4.8% | -3.4% | +1.1% |
| 30D | +1.9% | +8.3% | -6.5% | +1.3% |
| 3M | +1.0% | +32.3% | -31.3% | -1.0% |
| 6M | +4.8% | +3.0% | +1.9% | +4.1% |
| YTD | +19.5% | +21.9% | -2.4% | +17.2% |
| 1Y | +28.1% | +28.2% | -0.1% | +24.9% |
| 3Y | +151.1% | +99.9% | +51.3% | +136.4% |
| 5Y | +125.2% | +73.6% | +51.6% | +112.2% |
| 10Y | +291.1% | +136.5% | +154.6% | +255.6% |
| All | +277.5% | +378.0% | -100.5% | +235.2% |
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