-3.8%
BX vs ETHA
-27.9%
+24.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.8% | +1.8% |
| 7D | -5.6% | +3.5% | -9.1% | -6.3% |
| 30D | -12.2% | +35.3% | -47.5% | -17.7% |
| 3M | +7.4% | +50.9% | -43.5% | -1.9% |
| 6M | +22.2% | +22.1% | +0.1% | +16.0% |
| YTD | -14.0% | -14.6% | +0.6% | -13.0% |
| 1Y | -27.3% | -42.8% | +15.5% | -21.3% |
| All | -3.8% | -27.9% | +24.1% | -11.2% |
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