+1,734.7%
BE vs ETHA
-29.6%
+1,764.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.1% | +8.5% | +9.2% |
| 7D | +29.8% | +2.7% | +27.1% | +28.5% |
| 30D | +26.4% | +29.4% | -3.0% | +13.7% |
| 3M | +9.3% | +47.2% | -37.8% | -6.5% |
| 6M | +105.1% | +25.4% | +79.7% | +85.3% |
| YTD | +219.0% | -16.5% | +235.6% | +230.8% |
| 1Y | +418.8% | -42.3% | +461.1% | +502.7% |
| All | +1,734.7% | -29.6% | +1,764.3% | +1,835.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling