-21.9%
BABA vs ETHA
-6.7%
-15.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +11.6% | -0.2% | +11.8% | +11.5% |
| 30D | +2.3% | -13.4% | +15.7% | +3.9% |
| 3M | -13.7% | +16.5% | -30.2% | -15.1% |
| 6M | -21.9% | -5.3% | -16.6% | -26.1% |
| All | -21.9% | -6.7% | -15.2% | -26.1% |
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