-28.7%
ETHA vs BB
+223.9%
-252.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +29.4% | -12.4% | +41.7% | +33.5% |
| 3M | +47.2% | -15.3% | +62.5% | +49.7% |
| 6M | +25.4% | +128.8% | -103.4% | -14.2% |
| YTD | -16.5% | +107.7% | -124.2% | -40.5% |
| 1Y | -42.3% | +103.9% | -146.2% | -59.0% |
| All | -28.7% | +223.9% | -252.5% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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