-2.8%
BLK vs ETHA
-42.6%
+39.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.2% |
| 7D | -3.3% | +3.5% | -6.8% | -3.8% |
| 30D | -6.5% | +35.3% | -41.8% | -10.4% |
| 3M | +6.7% | +50.9% | -44.1% | +0.6% |
| 6M | +14.7% | +22.1% | -7.4% | +10.9% |
| YTD | +2.5% | -14.6% | +17.1% | +2.3% |
| 1Y | -2.8% | -42.8% | +40.0% | 0.0% |
| All | -2.8% | -42.6% | +39.8% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling