+52.5%
ALL vs ETHA
-29.6%
+82.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.3% |
| 7D | -1.7% | +2.7% | -4.4% | -1.7% |
| 30D | -4.7% | +29.4% | -34.0% | -4.5% |
| 3M | +18.4% | +47.2% | -28.8% | +18.6% |
| 6M | +20.5% | +25.4% | -4.9% | +20.9% |
| YTD | +23.5% | -16.5% | +40.1% | +24.9% |
| 1Y | +29.0% | -42.3% | +71.3% | +32.0% |
| All | +52.5% | -29.6% | +82.0% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling