-29.3%
ETHA vs AU
+304.9%
-334.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.9% |
| 7D | -2.4% | -7.0% | +4.6% | -0.8% |
| 30D | +30.9% | +7.3% | +23.6% | +29.1% |
| 3M | +51.1% | +33.2% | +17.9% | +42.4% |
| 6M | +20.5% | -0.6% | +21.1% | +18.8% |
| YTD | -17.3% | +26.2% | -43.4% | -21.1% |
| 1Y | -43.2% | +68.3% | -111.5% | -47.7% |
| All | -29.3% | +304.9% | -334.1% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling