+49.5%
BP vs ETHA
-27.9%
+77.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.2% |
| 7D | +5.2% | +3.5% | +1.8% | +5.0% |
| 30D | +8.7% | +35.3% | -26.6% | +6.4% |
| 3M | +9.3% | +50.9% | -41.5% | +6.0% |
| 6M | +13.6% | +22.1% | -8.5% | +11.3% |
| YTD | +37.7% | -14.6% | +52.2% | +38.3% |
| 1Y | +40.6% | -42.8% | +83.4% | +45.1% |
| All | +49.5% | -27.9% | +77.4% | +42.9% |
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 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