+43.6%
DE vs ETHA
-42.6%
+86.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -0.3% |
| 7D | -2.6% | +3.5% | -6.0% | -2.6% |
| 30D | +9.0% | +35.3% | -26.3% | +9.1% |
| 3M | +19.1% | +50.9% | -31.7% | +19.5% |
| 6M | +14.4% | +22.1% | -7.7% | +14.5% |
| YTD | +45.9% | -14.6% | +60.5% | +46.3% |
| 1Y | +43.6% | -42.8% | +86.4% | +44.9% |
| All | +43.6% | -42.6% | +86.2% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling