-28.7%
ETHA vs ARWR
+197.6%
-226.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +2.7% | +2.9% | -0.2% | +1.8% |
| 30D | +29.4% | -2.9% | +32.3% | +30.4% |
| 3M | +47.2% | +15.2% | +31.9% | +38.6% |
| 6M | +25.4% | +42.3% | -16.9% | +9.4% |
| YTD | -16.5% | +28.2% | -44.7% | -25.4% |
| 1Y | -42.3% | +213.2% | -255.6% | -63.3% |
| All | -28.7% | +197.6% | -226.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling