-42.8%
ETHA vs BAX
-0.4%
-42.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.4% |
| 7D | +3.5% | -7.9% | +11.3% | +4.4% |
| 30D | +35.3% | -11.7% | +47.0% | +37.1% |
| 3M | +50.9% | +16.2% | +34.7% | +47.9% |
| 6M | +22.1% | +32.0% | -9.9% | +17.0% |
| YTD | -14.6% | +24.7% | -39.3% | -19.2% |
| 1Y | -42.8% | -2.6% | -40.2% | -37.8% |
| All | -42.8% | -0.4% | -42.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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