+87.2%
DE vs ETHA
-30.1%
+117.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -3.0% | +2.9% | -6.0% | -3.3% |
| 30D | +11.1% | +31.4% | -20.3% | +8.7% |
| 3M | +17.6% | +48.9% | -31.3% | +13.7% |
| 6M | +13.6% | +20.9% | -7.3% | +11.3% |
| YTD | +46.3% | -17.2% | +63.4% | +47.9% |
| 1Y | +44.2% | -42.8% | +87.0% | +50.9% |
| All | +87.2% | -30.1% | +117.3% | +75.9% |
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