+25.3%
BAC vs ETHA
-42.9%
+68.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | +1.5% | -10.3% | +11.8% | +2.6% |
| 30D | -6.4% | -19.7% | +13.3% | -4.4% |
| 3M | -21.7% | +7.2% | -28.9% | -22.5% |
| 6M | +0.5% | -11.9% | +12.4% | +1.2% |
| YTD | -6.7% | -32.3% | +25.6% | -4.4% |
| 1Y | -4.7% | -41.1% | +36.5% | -1.1% |
| All | +25.3% | -42.9% | +68.2% | +20.2% |
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