+1,725.0%
BE vs ETHA
-27.9%
+1,752.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.2% | +3.4% | +5.4% |
| 7D | +9.0% | +3.5% | +5.6% | +7.7% |
| 30D | +16.3% | +35.3% | -19.0% | +2.8% |
| 3M | +10.8% | +50.9% | -40.1% | -6.2% |
| 6M | +73.2% | +22.1% | +51.1% | +58.0% |
| YTD | +217.4% | -14.6% | +231.9% | +226.4% |
| 1Y | +309.8% | -42.8% | +352.6% | +376.5% |
| All | +1,725.0% | -27.9% | +1,752.9% | +1,809.8% |
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