-42.8%
BSX vs ETHA
-30.1%
-12.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -7.0% | +2.9% | -10.0% | -7.2% |
| 30D | -10.9% | +31.4% | -42.3% | -11.9% |
| 3M | -8.2% | +48.9% | -57.0% | -9.9% |
| 6M | -37.5% | +20.9% | -58.4% | -38.1% |
| YTD | -52.8% | -17.2% | -35.7% | -52.6% |
| 1Y | -58.4% | -42.8% | -15.6% | -57.4% |
| All | -42.8% | -30.1% | -12.7% | -43.5% |
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