-42.8%
ETHA vs ALK
-36.6%
-6.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.9% | -3.0% | +5.9% | +3.9% |
| 30D | +31.4% | -14.6% | +46.0% | +38.1% |
| 3M | +48.9% | -10.6% | +59.4% | +51.6% |
| 6M | +20.9% | -6.7% | +27.6% | +19.7% |
| YTD | -17.2% | -19.8% | +2.6% | -11.3% |
| 1Y | -42.8% | -35.2% | -7.6% | -31.3% |
| All | -42.8% | -36.6% | -6.2% | -31.3% |
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