-24.8%
ETHA vs ALB
+4.7%
-29.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.3% | +0.4% | +4.6% |
| 7D | +2.1% | -2.1% | +4.2% | +2.5% |
| 30D | -10.7% | -9.0% | -1.7% | -9.0% |
| 3M | +29.0% | -21.1% | +50.1% | +34.3% |
| 6M | +2.7% | -49.9% | +52.6% | +18.5% |
| YTD | -18.7% | -32.3% | +13.6% | -13.5% |
| 1Y | -24.8% | +8.6% | -33.5% | -26.8% |
| All | -24.8% | +4.7% | -29.6% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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