+55.5%
BAC vs ETHA
-30.3%
+85.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.2% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -0.4% | +27.9% | -28.3% | -3.0% |
| 3M | +16.9% | +38.3% | -21.4% | +12.7% |
| 6M | +26.6% | +14.0% | +12.6% | +24.2% |
| YTD | +15.8% | -17.4% | +33.2% | +16.5% |
| 1Y | +27.2% | -42.7% | +69.8% | +32.2% |
| All | +55.5% | -30.3% | +85.9% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling