+360.5%
BE vs ETHA
-44.4%
+404.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.6% | +10.0% | +8.6% |
| 7D | +20.0% | +0.8% | +19.2% | +19.3% |
| 30D | +7.9% | +27.9% | -20.0% | -5.7% |
| 3M | -13.2% | +38.3% | -51.5% | -27.3% |
| 6M | +53.5% | +14.0% | +39.5% | +41.9% |
| YTD | +191.0% | -17.4% | +208.5% | +213.6% |
| 1Y | +360.5% | -42.7% | +403.2% | +477.0% |
| All | +360.5% | -44.4% | +404.9% | +477.0% |
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