-7.0%
BA vs ETHA
-36.9%
+29.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -7.9% | -13.4% | +5.5% | -6.0% |
| 3M | -25.3% | +16.5% | -41.8% | -27.5% |
| 6M | -24.6% | -5.3% | -19.3% | -24.7% |
| YTD | -20.1% | -25.2% | +5.1% | -18.3% |
| 1Y | -11.8% | -32.9% | +21.1% | -8.7% |
| All | -7.0% | -36.9% | +29.9% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling