+11.2%
ETHA vs ADVB
-88.3%
+99.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | +0.8% | -3.8% | +4.6% | +0.8% |
| 30D | +27.9% | +17.6% | +10.3% | +27.6% |
| 3M | +38.3% | +119.1% | -80.8% | +33.7% |
| 6M | +14.0% | +103.4% | -89.4% | +9.2% |
| YTD | -17.4% | +59.8% | -77.3% | -20.6% |
| 1Y | -42.7% | +8.5% | -51.2% | -44.9% |
| All | +11.2% | -88.3% | +99.6% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling