-27.0%
ETHA vs AU
+307.0%
-333.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | +3.5% | -4.3% | +7.7% | +4.5% |
| 30D | +35.3% | +7.3% | +28.0% | +33.4% |
| 3M | +50.9% | +26.3% | +24.5% | +43.6% |
| 6M | +22.1% | +1.8% | +20.4% | +20.0% |
| YTD | -14.6% | +26.8% | -41.4% | -18.7% |
| 1Y | -42.8% | +66.7% | -109.5% | -47.3% |
| All | -27.0% | +307.0% | -333.9% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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