-29.4%
ETHA vs A
+11.4%
-40.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | +0.8% | -1.9% | +2.8% | +1.8% |
| 30D | +27.9% | +6.9% | +21.0% | +23.9% |
| 3M | +38.3% | +9.2% | +29.1% | +32.1% |
| 6M | +14.0% | +25.7% | -11.7% | -0.1% |
| YTD | -17.4% | +11.5% | -29.0% | -21.8% |
| 1Y | -42.7% | +18.4% | -61.0% | -48.2% |
| All | -29.4% | +11.4% | -40.8% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling