-29.3%
ETHA vs BG
+18.6%
-47.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -2.4% | +3.7% | -6.1% | -3.2% |
| 30D | +30.9% | +12.3% | +18.5% | +27.1% |
| 3M | +51.1% | -2.2% | +53.4% | +51.7% |
| 6M | +20.5% | +5.3% | +15.2% | +17.5% |
| YTD | -17.3% | +42.4% | -59.7% | -27.9% |
| 1Y | -43.2% | +55.2% | -98.4% | -52.8% |
| All | -29.3% | +18.6% | -47.8% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling