+9.1%
BIL vs ETHA
-30.2%
+39.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | +0.3% | +30.9% | -30.6% | +0.3% |
| 3M | +0.9% | +51.1% | -50.2% | +0.9% |
| 6M | +1.8% | +20.5% | -18.7% | +1.8% |
| YTD | +2.5% | -17.3% | +19.7% | +2.5% |
| 1Y | +3.7% | -43.2% | +46.9% | +3.7% |
| All | +9.1% | -30.2% | +39.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling