+127.6%
C vs ETHA
-30.2%
+157.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | +2.0% | +30.9% | -28.9% | -2.4% |
| 3M | +4.4% | +51.1% | -46.8% | -2.6% |
| 6M | +28.3% | +20.5% | +7.8% | +23.6% |
| YTD | +20.5% | -17.3% | +37.7% | +21.5% |
| 1Y | +45.5% | -43.2% | +88.8% | +53.9% |
| All | +127.6% | -30.2% | +157.8% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling