+151.9%
B vs ETHA
-30.1%
+182.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | +1.0% | +2.9% | -1.9% | +0.7% |
| 30D | +9.5% | +31.4% | -21.9% | +5.8% |
| 3M | +14.3% | +48.9% | -34.5% | +9.0% |
| 6M | -1.9% | +20.9% | -22.8% | -4.5% |
| YTD | +4.1% | -17.2% | +21.2% | +3.4% |
| 1Y | +56.1% | -42.8% | +98.9% | +57.2% |
| All | +151.9% | -30.1% | +182.0% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling