-0.5%
AGG vs ETHA
-31.0%
+30.5%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.3% | +0.4% |
| 7D | +0.5% | +2.1% | -1.6% | +0.5% |
| 30D | +2.4% | -10.7% | +13.1% | +2.5% |
| 3M | -1.0% | +29.0% | -29.9% | -1.3% |
| 6M | -0.9% | +2.7% | -3.6% | -1.1% |
| YTD | -0.9% | -18.7% | +17.8% | -0.8% |
| 1Y | -0.5% | -24.8% | +24.4% | -0.4% |
| All | -0.5% | -31.0% | +30.5% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling