+105.3%
C vs ETHA
-41.0%
+146.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -0.4% | -14.0% | +13.6% | +1.9% |
| 30D | -5.3% | -17.4% | +12.0% | -2.6% |
| 3M | -8.0% | +10.6% | -18.6% | -9.9% |
| 6M | -0.3% | -11.2% | +11.0% | +0.8% |
| YTD | +8.6% | -30.1% | +38.7% | +12.2% |
| 1Y | +25.8% | -39.6% | +65.5% | +32.3% |
| All | +105.3% | -41.0% | +146.3% | +95.9% |
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