-40.2%
ETHA vs ALLY
-1.0%
-39.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.1% |
| 7D | -14.0% | -2.8% | -11.3% | -12.3% |
| 30D | -17.4% | +1.9% | -19.2% | -18.4% |
| 3M | +10.6% | -12.1% | +22.7% | +20.2% |
| 6M | -11.2% | -9.0% | -2.2% | -6.4% |
| YTD | -30.1% | -12.9% | -17.1% | -24.1% |
| 1Y | -39.6% | -0.1% | -39.6% | -41.2% |
| All | -40.2% | -1.0% | -39.2% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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