-42.7%
ETHA vs ALB
+60.9%
-103.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.6% |
| 7D | +0.8% | -8.1% | +8.9% | +2.6% |
| 30D | +27.9% | +6.3% | +21.6% | +25.6% |
| 3M | +38.3% | -23.6% | +61.9% | +46.9% |
| 6M | +14.0% | -24.6% | +38.6% | +18.2% |
| YTD | -17.4% | -10.3% | -7.2% | -17.9% |
| 1Y | -42.7% | +61.5% | -104.1% | -51.2% |
| All | -42.7% | +60.9% | -103.6% | -51.2% |
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