-6.9%
ETHA vs ADVB
-97.4%
+90.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.3% |
| 7D | -10.2% | -4.1% | -6.1% | -10.2% |
| 30D | -17.0% | -60.3% | +43.3% | -16.5% |
| 3M | +9.6% | -73.3% | +82.9% | +10.3% |
| 6M | -11.3% | -65.9% | +54.6% | -12.9% |
| YTD | -30.9% | -63.9% | +33.0% | -32.9% |
| 1Y | -42.6% | -74.1% | +31.6% | -44.0% |
| All | -6.9% | -97.4% | +90.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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