+24.3%
EOG vs ETHA
-29.6%
+53.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -2.0% | +2.7% | -4.7% | -2.1% |
| 30D | +7.9% | +29.4% | -21.5% | +6.7% |
| 3M | +4.5% | +47.2% | -42.7% | +2.6% |
| 6M | +12.3% | +25.4% | -13.1% | +10.7% |
| YTD | +41.9% | -16.5% | +58.4% | +43.3% |
| 1Y | +27.8% | -42.3% | +70.2% | +31.9% |
| All | +24.3% | -29.6% | +53.9% | +17.3% |
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 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