-24.8%
ETHA vs BDX
+54.0%
-78.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.2% | +5.3% |
| 7D | +2.1% | +7.2% | -5.1% | +1.7% |
| 30D | -10.7% | +15.8% | -26.5% | -11.3% |
| 3M | +29.0% | +23.7% | +5.3% | +28.1% |
| 6M | +2.7% | +44.8% | -42.2% | +1.8% |
| YTD | -18.7% | +39.8% | -58.4% | -19.2% |
| 1Y | -24.8% | +52.3% | -77.2% | -22.4% |
| All | -24.8% | +54.0% | -78.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling