+34.1%
DIS vs ETHA
-41.7%
+75.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.3% | +0.4% |
| 7D | +4.4% | -10.2% | +14.6% | +5.5% |
| 30D | +10.3% | -17.0% | +27.3% | +12.4% |
| 3M | +15.5% | +9.6% | +5.9% | +13.9% |
| 6M | +11.2% | -11.3% | +22.6% | +11.8% |
| YTD | +5.6% | -30.9% | +36.5% | +8.2% |
| 1Y | +7.7% | -42.6% | +50.3% | +12.5% |
| All | +34.1% | -41.7% | +75.9% | +29.5% |
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