+28.3%
ETHA vs BIYA
-99.8%
+128.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +3.2% |
| 7D | +3.5% | -1.8% | +5.2% | +3.5% |
| 30D | +35.3% | -17.5% | +52.8% | +35.4% |
| 3M | +50.9% | -78.0% | +128.9% | +51.1% |
| 6M | +22.1% | -89.5% | +111.6% | +23.3% |
| YTD | -14.6% | -94.3% | +79.7% | -12.2% |
| 1Y | -42.8% | -98.6% | +55.8% | -37.8% |
| All | +28.3% | -99.8% | +128.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling