+9.8%
BIL vs ETHA
-44.8%
+54.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | 0.0% |
| 7D | +0.1% | -12.5% | +12.6% | +0.1% |
| 30D | +0.3% | -19.8% | +20.2% | +0.4% |
| 3M | +1.0% | +3.1% | -2.2% | +1.0% |
| 6M | +1.9% | -13.8% | +15.7% | +1.9% |
| YTD | +3.2% | -34.6% | +37.8% | +3.2% |
| 1Y | +3.7% | -38.7% | +42.4% | +3.7% |
| All | +9.8% | -44.8% | +54.6% | +9.9% |
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 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