+33.2%
DIA vs ETHA
-30.2%
+63.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.0% | -2.4% | -0.6% | -2.8% |
| 30D | -3.0% | +30.9% | -33.9% | -5.4% |
| 3M | +4.5% | +51.1% | -46.6% | +0.4% |
| 6M | +9.8% | +20.5% | -10.7% | +7.4% |
| YTD | +9.3% | -17.3% | +26.5% | +9.9% |
| 1Y | +16.0% | -43.2% | +59.2% | +20.0% |
| All | +33.2% | -30.2% | +63.4% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling