-27.0%
ETHA vs BBY
+13.5%
-40.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +2.3% |
| 7D | +3.5% | +0.6% | +2.9% | +3.3% |
| 30D | +35.3% | +9.4% | +25.9% | +30.9% |
| 3M | +50.9% | +19.3% | +31.5% | +41.4% |
| 6M | +22.1% | +47.9% | -25.8% | +4.9% |
| YTD | -14.6% | +39.6% | -54.1% | -25.3% |
| 1Y | -42.8% | +22.2% | -65.0% | -46.9% |
| All | -27.0% | +13.5% | -40.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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