+49.4%
BP vs ETHA
-30.2%
+79.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.7% | -2.4% | +8.2% | +5.9% |
| 30D | +8.1% | +30.9% | -22.8% | +6.0% |
| 3M | +8.6% | +51.1% | -42.5% | +5.3% |
| 6M | +18.1% | +20.5% | -2.4% | +15.8% |
| YTD | +37.6% | -17.3% | +54.9% | +38.6% |
| 1Y | +39.4% | -43.2% | +82.6% | +43.9% |
| All | +49.4% | -30.2% | +79.6% | +43.2% |
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 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