-38.9%
ETHA vs ACWI
+41.0%
-79.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -10.2% |
| 7D | -5.3% | +0.3% | -5.6% | -6.2% |
| 30D | -14.2% | -2.8% | -11.3% | -8.6% |
| 3M | +10.7% | -3.2% | +13.9% | +18.9% |
| 6M | -8.4% | +1.3% | -9.6% | -10.6% |
| YTD | -28.6% | +11.2% | -39.8% | -43.0% |
| 1Y | -38.8% | +13.8% | -52.6% | -53.4% |
| All | -38.9% | +41.0% | -79.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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