-29.3%
ETHA vs BBWI
-49.7%
+20.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -2.4% | -8.0% | +5.6% | 0.0% |
| 30D | +30.9% | -6.6% | +37.5% | +32.7% |
| 3M | +51.1% | -2.7% | +53.8% | +49.3% |
| 6M | +20.5% | -12.8% | +33.3% | +22.1% |
| YTD | -17.3% | -10.5% | -6.8% | -17.2% |
| 1Y | -43.2% | -35.3% | -7.9% | -36.0% |
| All | -29.3% | -49.7% | +20.5% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling