-41.2%
ACN vs ETHA
-30.3%
-10.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | +9.4% | +27.9% | -18.5% | +7.3% |
| 3M | +5.6% | +38.3% | -32.7% | +2.8% |
| 6M | -9.3% | +14.0% | -23.2% | -10.6% |
| YTD | -29.0% | -17.4% | -11.5% | -28.4% |
| 1Y | -24.7% | -42.7% | +18.0% | -22.1% |
| All | -41.2% | -30.3% | -10.9% | -43.0% |
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