-29.2%
ETHA vs AR
+27.5%
-56.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +2.9% | -1.2% | +4.1% | +3.3% |
| 30D | +31.4% | +5.5% | +25.9% | +29.1% |
| 3M | +48.9% | +12.9% | +36.0% | +41.7% |
| 6M | +20.9% | +0.1% | +20.8% | +19.2% |
| YTD | -17.2% | +13.5% | -30.7% | -22.8% |
| 1Y | -42.8% | +21.6% | -64.4% | -48.4% |
| All | -29.2% | +27.5% | -56.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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