-40.2%
ETHA vs AS
+180.8%
-221.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.4% |
| 7D | -14.0% | -3.0% | -11.0% | -12.8% |
| 30D | -17.4% | +9.6% | -26.9% | -21.2% |
| 3M | +10.6% | -8.2% | +18.8% | +14.3% |
| 6M | -11.2% | -9.9% | -1.3% | -8.0% |
| YTD | -30.1% | -16.8% | -13.3% | -25.5% |
| 1Y | -39.6% | +3.0% | -42.6% | -42.7% |
| All | -40.2% | +180.8% | -221.0% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling