-29.4%
ETHA vs BAX
-24.7%
-4.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | +0.8% | -1.1% | +2.0% | +1.1% |
| 30D | +27.9% | -5.5% | +33.4% | +29.4% |
| 3M | +38.3% | +33.5% | +4.8% | +28.8% |
| 6M | +14.0% | +35.9% | -21.9% | +5.2% |
| YTD | -17.4% | +35.4% | -52.8% | -25.0% |
| 1Y | -42.7% | +9.8% | -52.4% | -44.3% |
| All | -29.4% | -24.7% | -4.7% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling