+35.1%
AMZN vs ETHA
-30.2%
+65.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.7% | -2.4% | -0.3% | -2.3% |
| 30D | -7.5% | +30.9% | -38.4% | -11.7% |
| 3M | +5.8% | +51.1% | -45.3% | -1.6% |
| 6M | +17.5% | +20.5% | -3.0% | +13.1% |
| YTD | +9.1% | -17.3% | +26.4% | +10.5% |
| 1Y | +9.4% | -43.2% | +52.6% | +17.0% |
| All | +35.1% | -30.2% | +65.3% | +27.8% |
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