+1,610.7%
BE vs ETHA
-30.2%
+1,640.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +9.7% | -2.4% | +12.2% | +10.7% |
| 30D | +22.4% | +30.9% | -8.5% | +9.6% |
| 3M | +10.4% | +51.1% | -40.8% | -6.7% |
| 6M | +67.9% | +20.5% | +47.3% | +53.8% |
| YTD | +197.5% | -17.3% | +214.7% | +209.5% |
| 1Y | +310.6% | -43.2% | +353.8% | +379.5% |
| All | +1,610.7% | -30.2% | +1,640.9% | +1,711.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling