-29.4%
ETHA vs ALK
+7.5%
-36.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.2% | -3.3% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +27.9% | -19.2% | +47.1% | +39.9% |
| 3M | +38.3% | -1.5% | +39.8% | +35.5% |
| 6M | +14.0% | -13.1% | +27.0% | +17.1% |
| YTD | -17.4% | -16.4% | -1.0% | -13.8% |
| 1Y | -42.7% | -33.1% | -9.6% | -33.2% |
| All | -29.4% | +7.5% | -36.9% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling