-28.7%
ETHA vs ACWI
+45.3%
-73.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +2.1% |
| 7D | +2.7% | +1.1% | +1.6% | +0.3% |
| 30D | +29.4% | -0.2% | +29.6% | +29.9% |
| 3M | +47.2% | +4.7% | +42.5% | +32.7% |
| 6M | +25.4% | +14.5% | +10.9% | -7.6% |
| YTD | -16.5% | +14.6% | -31.2% | -37.7% |
| 1Y | -42.3% | +21.4% | -63.8% | -61.5% |
| All | -28.7% | +45.3% | -73.9% | -65.7% |
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