+8.3%
ENTG vs ETHA
-29.6%
+37.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +8.9% | +2.7% | +6.3% | +7.9% |
| 30D | -7.2% | +29.4% | -36.6% | -15.0% |
| 3M | +6.4% | +47.2% | -40.8% | -6.9% |
| 6M | +25.7% | +25.4% | +0.3% | +15.2% |
| YTD | +67.9% | -16.5% | +84.4% | +71.9% |
| 1Y | +72.4% | -42.3% | +114.7% | +97.1% |
| All | +8.3% | -29.6% | +37.9% | +3.0% |
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