+1,170.6%
BE vs ETHA
-44.8%
+1,215.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -3.6% |
| 7D | +10.8% | -12.5% | +23.4% | +16.6% |
| 30D | -19.8% | -19.8% | 0.0% | -12.4% |
| 3M | -18.7% | +3.1% | -21.8% | -20.2% |
| 6M | -33.7% | -13.8% | -20.0% | -30.4% |
| YTD | +121.0% | -34.6% | +155.5% | +151.9% |
| 1Y | +85.4% | -38.7% | +124.1% | +116.0% |
| All | +1,170.6% | -44.8% | +1,215.4% | +1,373.7% |
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