-33.7%
BE vs ETHA
-14.7%
-19.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -3.4% |
| 7D | +10.8% | -12.5% | +23.4% | +17.3% |
| 30D | -19.8% | -19.8% | 0.0% | -11.0% |
| 3M | -18.7% | +3.1% | -21.8% | -19.9% |
| 6M | -33.7% | -13.8% | -20.0% | -24.7% |
| All | -33.7% | -14.7% | -19.1% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling