-40.9%
ETHA vs AS
+187.8%
-228.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -2.4% |
| 7D | -10.2% | +4.5% | -14.7% | -12.1% |
| 30D | -17.0% | +13.2% | -30.2% | -22.0% |
| 3M | +9.6% | -11.9% | +21.5% | +15.5% |
| 6M | -11.3% | -11.6% | +0.2% | -7.2% |
| YTD | -30.9% | -14.7% | -16.2% | -27.3% |
| 1Y | -42.6% | +5.7% | -48.3% | -46.1% |
| All | -40.9% | +187.8% | -228.7% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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