+113.8%
B vs ETHA
-42.9%
+156.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.7% |
| 7D | -6.2% | -10.3% | +4.1% | -4.8% |
| 30D | -6.6% | -19.7% | +13.0% | -3.9% |
| 3M | -7.9% | +7.2% | -15.1% | -8.6% |
| 6M | -16.8% | -11.9% | -4.9% | -16.1% |
| YTD | -11.7% | -32.3% | +20.7% | -9.9% |
| 1Y | +3.5% | -41.1% | +44.6% | +6.1% |
| All | +113.8% | -42.9% | +156.7% | +125.3% |
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