-28.7%
ETHA vs BBWI
-45.6%
+16.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.1% |
| 7D | +2.7% | +1.6% | +1.1% | +2.1% |
| 30D | +29.4% | -6.2% | +35.6% | +31.3% |
| 3M | +47.2% | +4.3% | +42.8% | +42.5% |
| 6M | +25.4% | -7.2% | +32.5% | +24.8% |
| YTD | -16.5% | -3.0% | -13.5% | -18.5% |
| 1Y | -42.3% | -30.8% | -11.6% | -36.2% |
| All | -28.7% | -45.6% | +16.9% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling