-29.4%
ETHA vs ACWI
+46.0%
-75.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +0.8% | +0.5% | +0.3% | -0.2% |
| 30D | +27.9% | +0.9% | +27.0% | +25.4% |
| 3M | +38.3% | +2.4% | +35.9% | +31.9% |
| 6M | +14.0% | +12.4% | +1.6% | -12.0% |
| YTD | -17.4% | +15.2% | -32.6% | -39.0% |
| 1Y | -42.7% | +22.7% | -65.4% | -62.6% |
| All | -29.4% | +46.0% | -75.4% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling