+48.6%
BP vs ETHA
-42.9%
+91.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +1.4% |
| 7D | +2.5% | -10.3% | +12.8% | +3.1% |
| 30D | -5.6% | -19.7% | +14.1% | -4.4% |
| 3M | +8.0% | +7.2% | +0.8% | +7.0% |
| 6M | +5.7% | -11.9% | +17.6% | +5.8% |
| YTD | +36.8% | -32.3% | +69.2% | +39.2% |
| 1Y | +30.7% | -41.1% | +71.9% | +34.2% |
| All | +48.6% | -42.9% | +91.5% | +43.8% |
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