-28.7%
ETHA vs ALC
-22.8%
-5.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.8% |
| 7D | +2.7% | -3.7% | +6.4% | +4.2% |
| 30D | +29.4% | -3.7% | +33.1% | +31.0% |
| 3M | +47.2% | +4.6% | +42.6% | +43.1% |
| 6M | +25.4% | -14.6% | +40.0% | +34.3% |
| YTD | -16.5% | -11.9% | -4.7% | -12.0% |
| 1Y | -42.3% | -13.1% | -29.2% | -38.8% |
| All | -28.7% | -22.8% | -5.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling