-1.5%
BAC vs ETHA
-31.0%
+29.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +3.6% |
| 7D | +1.5% | +2.1% | -0.6% | +1.4% |
| 30D | -4.4% | -10.7% | +6.3% | -3.9% |
| 3M | -17.5% | +29.0% | -46.5% | -19.0% |
| 6M | -0.1% | +2.7% | -2.7% | -0.3% |
| YTD | -4.6% | -18.7% | +14.0% | -6.3% |
| 1Y | -1.5% | -24.8% | +23.3% | -3.3% |
| All | -1.5% | -31.0% | +29.5% | -3.3% |
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