-29.2%
ETHA vs BBWI
-49.0%
+19.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.5% | +1.2% |
| 7D | +2.9% | -4.4% | +7.4% | +4.3% |
| 30D | +31.4% | -7.4% | +38.8% | +33.6% |
| 3M | +48.9% | -2.2% | +51.1% | +46.9% |
| 6M | +20.9% | -16.3% | +37.2% | +24.4% |
| YTD | -17.2% | -9.1% | -8.0% | -17.5% |
| 1Y | -42.8% | -34.5% | -8.3% | -35.8% |
| All | -29.2% | -49.0% | +19.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling