-43.2%
ETHA vs ADVB
+2.9%
-46.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.1% |
| 7D | -2.4% | -5.9% | +3.4% | -2.4% |
| 30D | +30.9% | +13.9% | +17.0% | +30.7% |
| 3M | +51.1% | +127.3% | -76.2% | +45.4% |
| 6M | +20.5% | +77.0% | -56.5% | +15.2% |
| YTD | -17.3% | +51.5% | -68.8% | -21.2% |
| 1Y | -43.2% | -11.3% | -31.9% | -46.7% |
| All | -43.2% | +2.9% | -46.1% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling