+12.4%
ETHA vs ADVB
-88.8%
+101.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.1% |
| 7D | +2.7% | -14.0% | +16.7% | +2.8% |
| 30D | +29.4% | +41.0% | -11.6% | +28.7% |
| 3M | +47.2% | +127.9% | -80.7% | +42.1% |
| 6M | +25.4% | +101.3% | -76.0% | +20.0% |
| YTD | -16.5% | +53.8% | -70.3% | -19.7% |
| 1Y | -42.3% | +4.4% | -46.7% | -44.5% |
| All | +12.4% | -88.8% | +101.2% | +49.3% |
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