+54.8%
BAC vs ETHA
-29.6%
+84.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | +1.2% | +2.7% | -1.5% | +0.9% |
| 30D | -0.7% | +29.4% | -30.1% | -3.4% |
| 3M | +16.9% | +47.2% | -30.2% | +12.1% |
| 6M | +29.6% | +25.4% | +4.2% | +25.9% |
| YTD | +15.3% | -16.5% | +31.8% | +15.8% |
| 1Y | +28.8% | -42.3% | +71.2% | +33.9% |
| All | +54.8% | -29.6% | +84.4% | +45.6% |
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