+166.4%
BNY vs ETHA
-27.9%
+194.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | -0.2% | +35.3% | -35.5% | -3.2% |
| 3M | +14.9% | +50.9% | -35.9% | +10.0% |
| 6M | +40.0% | +22.1% | +17.9% | +36.4% |
| YTD | +42.0% | -14.6% | +56.6% | +42.2% |
| 1Y | +56.9% | -42.8% | +99.6% | +62.1% |
| All | +166.4% | -27.9% | +194.3% | +155.2% |
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