-40.2%
ETHA vs ALK
+4.9%
-45.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.7% |
| 7D | -14.0% | +2.6% | -16.6% | -15.1% |
| 30D | -17.4% | +7.8% | -25.2% | -20.5% |
| 3M | +10.6% | -15.2% | +25.9% | +17.6% |
| 6M | -11.2% | +5.0% | -16.3% | -17.0% |
| YTD | -30.1% | -18.4% | -11.6% | -26.7% |
| 1Y | -39.6% | -2.4% | -37.2% | -43.2% |
| All | -40.2% | +4.9% | -45.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling