+29.2%
ALL vs ETHA
-43.4%
+72.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | 0.0% |
| 7D | +5.0% | -12.5% | +17.6% | +3.6% |
| 30D | +13.3% | -19.8% | +33.1% | +10.8% |
| 3M | +3.2% | +3.1% | +0.1% | +4.1% |
| 6M | +25.3% | -13.8% | +39.1% | +25.0% |
| YTD | +30.5% | -34.6% | +65.0% | +28.5% |
| 1Y | +29.2% | -38.7% | +67.9% | +27.0% |
| All | +29.2% | -43.4% | +72.6% | +27.0% |
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 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