-42.7%
ETHA vs BDX
+27.3%
-70.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.2% |
| 30D | +27.9% | +8.3% | +19.7% | +26.8% |
| 3M | +38.3% | +24.4% | +13.9% | +34.8% |
| 6M | +14.0% | +9.2% | +4.8% | +15.5% |
| YTD | -17.4% | +22.7% | -40.1% | -21.1% |
| 1Y | -42.7% | +25.9% | -68.5% | -44.0% |
| All | -42.7% | +27.3% | -70.0% | -44.0% |
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