+149.2%
B vs ETHA
-29.6%
+178.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | +2.3% | +2.7% | -0.4% | +2.0% |
| 30D | +1.4% | +29.4% | -28.0% | -1.9% |
| 3M | +12.2% | +47.2% | -35.0% | +7.1% |
| 6M | -2.1% | +25.4% | -27.5% | -5.0% |
| YTD | +2.9% | -16.5% | +19.5% | +2.2% |
| 1Y | +55.3% | -42.3% | +97.6% | +56.2% |
| All | +149.2% | -29.6% | +178.8% | +155.6% |
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