+101.0%
EBAY vs ETHA
-30.1%
+131.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -3.0% | +2.9% | -5.9% | -3.2% |
| 30D | -3.6% | +31.4% | -35.0% | -5.6% |
| 3M | -4.4% | +48.9% | -53.3% | -7.3% |
| 6M | +12.1% | +20.9% | -8.8% | +10.1% |
| YTD | +19.9% | -17.2% | +37.1% | +20.4% |
| 1Y | +13.4% | -42.8% | +56.2% | +16.1% |
| All | +101.0% | -30.1% | +131.1% | +98.7% |
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