+44.2%
EOG vs ETHA
-31.0%
+75.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.7% | -10.9% | -4.9% |
| 7D | -8.6% | +2.1% | -10.7% | -8.4% |
| 30D | +2.8% | -10.7% | +13.4% | +2.4% |
| 3M | +3.2% | +29.0% | -25.8% | +4.1% |
| 6M | +5.3% | +2.7% | +2.6% | +6.4% |
| YTD | +44.5% | -18.7% | +63.2% | +48.2% |
| 1Y | +44.2% | -24.8% | +69.0% | +48.3% |
| All | +44.2% | -31.0% | +75.1% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling