-37.4%
DOW vs ETHA
-29.6%
-7.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | -2.9% | +2.7% | -5.6% | -3.3% |
| 30D | +2.0% | +29.4% | -27.4% | -1.7% |
| 3M | -12.5% | +47.2% | -59.7% | -17.5% |
| 6M | -9.2% | +25.4% | -34.6% | -13.2% |
| YTD | +30.8% | -16.5% | +47.3% | +33.0% |
| 1Y | +29.4% | -42.3% | +71.7% | +39.8% |
| All | -37.4% | -29.6% | -7.8% | -41.5% |
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 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