+27.1%
EOG vs ETHA
-42.6%
+69.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | 0.0% |
| 7D | +1.5% | +3.5% | -2.0% | +1.6% |
| 30D | +2.9% | +35.3% | -32.4% | +3.5% |
| 3M | +8.7% | +50.9% | -42.1% | +9.4% |
| 6M | +12.9% | +22.1% | -9.2% | +13.3% |
| YTD | +43.8% | -14.6% | +58.4% | +46.5% |
| 1Y | +27.1% | -42.8% | +69.9% | +30.2% |
| All | +27.1% | -42.6% | +69.7% | +30.2% |
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