-27.0%
ETHA vs BG
+16.5%
-43.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +5.0% | +3.6% |
| 7D | +3.5% | +3.1% | +0.3% | +2.7% |
| 30D | +35.3% | +10.2% | +25.1% | +31.9% |
| 3M | +50.9% | -1.7% | +52.5% | +51.0% |
| 6M | +22.1% | +1.0% | +21.1% | +20.6% |
| YTD | -14.6% | +39.9% | -54.5% | -25.3% |
| 1Y | -42.8% | +53.2% | -96.0% | -52.3% |
| All | -27.0% | +16.5% | -43.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling