-42.7%
ETHA vs AZO
-28.9%
-13.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.5% |
| 7D | +0.8% | +0.7% | +0.1% | +0.9% |
| 30D | +27.9% | -2.7% | +30.6% | +27.2% |
| 3M | +38.3% | -3.2% | +41.5% | +37.5% |
| 6M | +14.0% | -19.7% | +33.7% | +9.9% |
| YTD | -17.4% | -12.0% | -5.4% | -14.7% |
| 1Y | -42.7% | -29.5% | -13.1% | -40.4% |
| All | -42.7% | -28.9% | -13.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling