+52.6%
ALL vs ETHA
-27.9%
+80.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.8% |
| 7D | -2.3% | +3.5% | -5.7% | -2.2% |
| 30D | -0.4% | +35.3% | -35.7% | -0.2% |
| 3M | +16.0% | +50.9% | -34.8% | +16.3% |
| 6M | +24.6% | +22.1% | +2.5% | +25.0% |
| YTD | +23.7% | -14.6% | +38.2% | +25.0% |
| 1Y | +27.7% | -42.8% | +70.5% | +30.9% |
| All | +52.6% | -27.9% | +80.5% | +53.2% |
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