-42.6%
ETHA vs ALK
-5.3%
-37.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -10.2% | +12.9% | -23.2% | -13.0% |
| 30D | -17.0% | +5.5% | -22.5% | -18.3% |
| 3M | +9.6% | -12.1% | +21.7% | +13.2% |
| 6M | -11.3% | +1.7% | -13.1% | -14.3% |
| YTD | -30.9% | -17.4% | -13.5% | -26.9% |
| 1Y | -42.6% | -1.9% | -40.6% | -45.2% |
| All | -42.6% | -5.3% | -37.3% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling