-36.1%
ETHA vs AS
+184.3%
-220.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.1% |
| 7D | -0.2% | +6.9% | -7.1% | -3.3% |
| 30D | -13.4% | +16.0% | -29.4% | -19.6% |
| 3M | +16.5% | -12.8% | +29.4% | +23.6% |
| 6M | -5.3% | -15.4% | +10.1% | +1.4% |
| YTD | -25.2% | -15.7% | -9.5% | -20.7% |
| 1Y | -32.9% | +6.1% | -39.0% | -37.1% |
| All | -36.1% | +184.3% | -220.3% | -60.9% |
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