+10.7%
BA vs ETHA
-30.1%
+40.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.2% | +2.9% | -4.1% | -1.6% |
| 30D | -11.3% | +31.4% | -42.7% | -15.3% |
| 3M | -3.8% | +48.9% | -52.6% | -10.0% |
| 6M | -8.3% | +20.9% | -29.1% | -11.6% |
| YTD | -4.9% | -17.2% | +12.2% | -4.0% |
| 1Y | -10.1% | -42.8% | +32.7% | -4.9% |
| All | +10.7% | -30.1% | +40.8% | +2.2% |
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