-28.7%
ETHA vs ALK
+4.2%
-32.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +29.4% | -18.5% | +47.8% | +40.7% |
| 3M | +47.2% | -3.6% | +50.7% | +45.4% |
| 6M | +25.4% | -3.7% | +29.1% | +21.7% |
| YTD | -16.5% | -19.0% | +2.5% | -11.8% |
| 1Y | -42.3% | -36.0% | -6.3% | -31.4% |
| All | -28.7% | +4.2% | -32.8% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling