+57.7%
ALL vs ETHA
-41.0%
+98.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | -2.6% | -14.0% | +11.5% | -2.7% |
| 30D | +12.7% | -17.4% | +30.1% | +12.5% |
| 3M | +0.4% | +10.6% | -10.2% | +0.5% |
| 6M | +23.8% | -11.2% | +35.0% | +24.1% |
| YTD | +27.8% | -30.1% | +57.9% | +29.0% |
| 1Y | +28.9% | -39.6% | +68.5% | +30.6% |
| All | +57.7% | -41.0% | +98.7% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling