+86.8%
DE vs ETHA
-27.9%
+114.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -0.6% |
| 7D | -2.6% | +3.5% | -6.0% | -2.8% |
| 30D | +9.0% | +35.3% | -26.3% | +6.4% |
| 3M | +19.1% | +50.9% | -31.7% | +15.1% |
| 6M | +14.4% | +22.1% | -7.7% | +12.0% |
| YTD | +45.9% | -14.6% | +60.5% | +47.2% |
| 1Y | +43.6% | -42.8% | +86.4% | +50.5% |
| All | +86.8% | -27.9% | +114.7% | +75.1% |
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 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