+16.4%
ARM vs ETHA
-42.9%
+59.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -0.7% |
| 7D | +19.8% | -10.3% | +30.1% | +24.0% |
| 30D | -21.8% | -19.7% | -2.1% | -15.9% |
| 3M | -26.5% | +7.2% | -33.7% | -28.0% |
| 6M | -3.9% | -11.9% | +8.0% | -0.4% |
| YTD | +82.8% | -32.3% | +115.1% | +100.3% |
| 1Y | +34.3% | -41.1% | +75.4% | +52.9% |
| All | +16.4% | -42.9% | +59.3% | +19.3% |
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