+126.3%
C vs ETHA
-30.3%
+156.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | +0.1% | +27.9% | -27.8% | -3.9% |
| 3M | +2.4% | +38.3% | -35.9% | -3.2% |
| 6M | +24.9% | +14.0% | +11.0% | +21.4% |
| YTD | +19.8% | -17.4% | +37.2% | +20.9% |
| 1Y | +44.9% | -42.7% | +87.5% | +52.9% |
| All | +126.3% | -30.3% | +156.7% | +111.1% |
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