-45.3%
BSX vs ETHA
-27.9%
-17.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.4% |
| 7D | -10.1% | +3.5% | -13.5% | -10.2% |
| 30D | -16.4% | +35.3% | -51.7% | -17.5% |
| 3M | -8.9% | +50.9% | -59.7% | -10.6% |
| 6M | -38.3% | +22.1% | -60.4% | -38.9% |
| YTD | -54.9% | -14.6% | -40.3% | -54.7% |
| 1Y | -58.8% | -42.8% | -16.0% | -57.8% |
| All | -45.3% | -27.9% | -17.4% | -46.1% |
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 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