-37.3%
DOW vs ETHA
-30.2%
-7.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.4% | -2.4% | 0.0% | -2.0% |
| 30D | -4.1% | +30.9% | -35.0% | -7.7% |
| 3M | -12.4% | +51.1% | -63.6% | -17.7% |
| 6M | -10.6% | +20.5% | -31.1% | -14.0% |
| YTD | +31.1% | -17.3% | +48.3% | +33.5% |
| 1Y | +30.5% | -43.2% | +73.8% | +41.4% |
| All | -37.3% | -30.2% | -7.1% | -41.3% |
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 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