-11.0%
BA vs ETHA
-43.2%
+32.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.1% |
| 7D | 0.0% | -10.2% | +10.3% | +1.6% |
| 30D | -8.9% | -17.0% | +8.0% | -6.4% |
| 3M | -25.5% | +9.6% | -35.1% | -27.2% |
| 6M | -27.0% | -11.3% | -15.6% | -26.6% |
| YTD | -20.1% | -30.9% | +10.8% | -17.3% |
| 1Y | -11.0% | -42.6% | +31.6% | -4.9% |
| All | -11.0% | -43.2% | +32.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling