+29.4%
B vs ETHA
-31.0%
+60.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.6% | +6.6% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | +0.3% | -10.7% | +11.0% | +3.7% |
| 3M | +5.4% | +29.0% | -23.5% | -2.4% |
| 6M | +5.5% | +2.7% | +2.8% | +2.2% |
| YTD | -6.3% | -18.7% | +12.3% | -7.0% |
| 1Y | +29.4% | -24.8% | +54.2% | +29.3% |
| All | +29.4% | -31.0% | +60.4% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling