+138.1%
ETR vs BTSG
+421.3%
-283.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +1.0% |
| 7D | +1.4% | +5.7% | -4.3% | +1.1% |
| 30D | +1.9% | +0.2% | +1.7% | +1.8% |
| 3M | +1.0% | +5.6% | -4.7% | +0.4% |
| 6M | +4.8% | +50.8% | -45.9% | +1.6% |
| YTD | +19.5% | +67.0% | -47.5% | +14.7% |
| 1Y | +28.1% | +145.5% | -117.4% | +19.0% |
| All | +138.1% | +421.3% | -283.2% | +112.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling