+17.3%
ABNB vs ETHA
-29.6%
+46.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.1% | -4.2% |
| 7D | -4.4% | +2.7% | -7.1% | -4.8% |
| 30D | -2.0% | +29.4% | -31.4% | -6.1% |
| 3M | +29.8% | +47.2% | -17.3% | +21.6% |
| 6M | +31.0% | +25.4% | +5.6% | +25.4% |
| YTD | +28.6% | -16.5% | +45.1% | +29.3% |
| 1Y | +40.1% | -42.3% | +82.4% | +48.1% |
| All | +17.3% | -29.6% | +46.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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