-53.8%
ADBE vs ETHA
-27.9%
-25.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +1.1% |
| 7D | -5.4% | +3.5% | -8.8% | -5.7% |
| 30D | -2.5% | +35.3% | -37.8% | -5.2% |
| 3M | +15.3% | +50.9% | -35.6% | +10.8% |
| 6M | -7.8% | +22.1% | -30.0% | -10.0% |
| YTD | -27.9% | -14.6% | -13.4% | -27.7% |
| 1Y | -28.0% | -42.8% | +14.7% | -25.1% |
| All | -53.8% | -27.9% | -25.9% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling