-29.3%
ETHA vs ARWR
+189.4%
-218.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | +30.9% | -7.3% | +38.1% | +33.8% |
| 3M | +51.1% | +17.0% | +34.1% | +41.5% |
| 6M | +20.5% | +39.8% | -19.3% | +5.7% |
| YTD | -17.3% | +24.7% | -41.9% | -25.4% |
| 1Y | -43.2% | +186.5% | -229.7% | -62.8% |
| All | -29.3% | +189.4% | -218.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling