+275.4%
ASX vs ETHA
-30.2%
+305.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | +6.5% | -2.4% | +8.9% | +7.0% |
| 30D | +3.1% | +30.9% | -27.8% | -2.8% |
| 3M | +17.4% | +51.1% | -33.8% | +7.1% |
| 6M | +85.4% | +20.5% | +64.9% | +77.0% |
| YTD | +150.1% | -17.3% | +167.3% | +154.6% |
| 1Y | +256.3% | -43.2% | +299.5% | +287.0% |
| All | +275.4% | -30.2% | +305.6% | +254.5% |
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