+124.7%
C vs ETHA
-29.6%
+154.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +3.2% | +2.7% | +0.5% | +2.7% |
| 30D | +1.3% | +29.4% | -28.1% | -2.9% |
| 3M | +3.1% | +47.2% | -44.1% | -3.4% |
| 6M | +29.6% | +25.4% | +4.2% | +24.1% |
| YTD | +19.0% | -16.5% | +35.5% | +19.8% |
| 1Y | +45.6% | -42.3% | +88.0% | +53.6% |
| All | +124.7% | -29.6% | +154.3% | +109.3% |
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