-27.0%
ETHA vs A
+8.5%
-35.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.6% | +1.9% |
| 7D | +3.5% | -2.6% | +6.1% | +4.7% |
| 30D | +35.3% | -0.9% | +36.2% | +35.9% |
| 3M | +50.9% | +13.6% | +37.2% | +41.0% |
| 6M | +22.1% | +27.8% | -5.7% | +5.1% |
| YTD | -14.6% | +8.6% | -23.2% | -18.1% |
| 1Y | -42.8% | +16.9% | -59.7% | -48.2% |
| All | -27.0% | +8.5% | -35.4% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling