-24.6%
EETH vs SPY
+78.1%
-102.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.6% |
| 7D | -12.5% | +2.6% | -15.1% | -17.1% |
| 30D | -20.0% | -2.0% | -18.0% | -16.8% |
| 3M | +2.1% | -2.8% | +4.8% | +8.0% |
| 6M | -15.5% | +2.1% | -17.6% | -18.6% |
| YTD | -36.7% | +11.5% | -48.2% | -48.1% |
| 1Y | -41.0% | +13.5% | -54.5% | -53.1% |
| 3Y | -24.6% | +77.7% | -102.3% | -60.3% |
| All | -24.6% | +78.1% | -102.6% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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