+32.6%
COP vs ETHA
-30.2%
+62.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.0% | -2.4% | +3.4% | +1.1% |
| 30D | +9.6% | +30.9% | -21.3% | +8.1% |
| 3M | +15.0% | +51.1% | -36.1% | +12.6% |
| 6M | +21.8% | +20.5% | +1.2% | +20.1% |
| YTD | +49.6% | -17.3% | +66.9% | +51.3% |
| 1Y | +49.9% | -43.2% | +93.1% | +54.9% |
| All | +32.6% | -30.2% | +62.8% | +26.5% |
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