-29.3%
ETHA vs AVAV
-12.7%
-16.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.5% |
| 30D | +30.9% | -25.0% | +55.9% | +40.7% |
| 3M | +51.1% | -15.0% | +66.1% | +53.7% |
| 6M | +20.5% | -33.6% | +54.1% | +31.0% |
| YTD | -17.3% | -39.2% | +21.9% | -9.5% |
| 1Y | -43.2% | -40.5% | -2.8% | -36.8% |
| All | -29.3% | -12.7% | -16.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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