-8.0%
BA vs ETHA
-44.8%
+36.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.5% |
| 7D | -1.1% | -12.5% | +11.4% | +0.9% |
| 30D | -7.1% | -19.8% | +12.7% | -4.1% |
| 3M | -25.5% | +3.1% | -28.7% | -26.4% |
| 6M | -28.7% | -13.8% | -14.9% | -27.8% |
| YTD | -21.0% | -34.6% | +13.6% | -17.5% |
| 1Y | -11.9% | -38.7% | +26.8% | -7.5% |
| All | -8.0% | -44.8% | +36.8% | -12.2% |
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