-3.5%
B vs ETHA
+17.9%
-21.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.0% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | +9.4% | +27.9% | -18.5% | -2.7% |
| 3M | +5.0% | +38.3% | -33.3% | -9.9% |
| 6M | -3.5% | +14.0% | -17.5% | -11.7% |
| All | -3.5% | +17.9% | -21.4% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling