-29.3%
ETHA vs BDX
+1.6%
-30.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | -2.4% | -5.4% | +3.0% | -0.8% |
| 30D | +30.9% | -2.2% | +33.1% | +31.8% |
| 3M | +51.1% | +20.1% | +31.1% | +42.6% |
| 6M | +20.5% | +9.1% | +11.5% | +17.8% |
| YTD | -17.3% | +17.9% | -35.1% | -22.2% |
| 1Y | -43.2% | +22.1% | -65.3% | -47.4% |
| All | -29.3% | +1.6% | -30.9% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling