-8.5%
BX vs ETHA
-31.0%
+22.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +5.1% |
| 7D | +8.3% | +2.1% | +6.2% | +7.8% |
| 30D | +13.5% | -10.7% | +24.2% | +16.0% |
| 3M | -7.6% | +29.0% | -36.6% | -12.9% |
| 6M | +4.0% | +2.7% | +1.4% | +2.5% |
| YTD | -15.2% | -18.7% | +3.5% | -14.1% |
| 1Y | -8.5% | -24.8% | +16.4% | -6.6% |
| All | -8.5% | -31.0% | +22.5% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling