+62.5%
BMY vs ETHA
-27.9%
+90.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.2% |
| 7D | -4.8% | +3.5% | -8.2% | -4.8% |
| 30D | -0.1% | +35.3% | -35.4% | -0.8% |
| 3M | +13.1% | +50.9% | -37.8% | +12.0% |
| 6M | +8.4% | +22.1% | -13.7% | +7.9% |
| YTD | +22.0% | -14.6% | +36.5% | +22.2% |
| 1Y | +40.3% | -42.8% | +83.1% | +41.6% |
| All | +62.5% | -27.9% | +90.4% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling