+55.2%
BAC vs ETHA
-30.2%
+85.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.3% | -2.4% | +2.2% | 0.0% |
| 30D | -1.8% | +30.9% | -32.6% | -4.5% |
| 3M | +15.3% | +51.1% | -35.9% | +10.2% |
| 6M | +30.2% | +20.5% | +9.6% | +26.9% |
| YTD | +15.6% | -17.3% | +32.8% | +16.3% |
| 1Y | +27.5% | -43.2% | +70.7% | +32.7% |
| All | +55.2% | -30.2% | +85.4% | +46.1% |
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 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