+24.4%
ETHA vs BIYA
-99.8%
+124.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.9% | +2.7% | +0.2% | +2.9% |
| 30D | +31.4% | -16.7% | +48.1% | +31.5% |
| 3M | +48.9% | -74.6% | +123.5% | +48.8% |
| 6M | +20.9% | -85.4% | +106.3% | +20.3% |
| YTD | -17.2% | -94.2% | +77.0% | -14.8% |
| 1Y | -42.8% | -98.6% | +55.8% | -37.8% |
| All | +24.4% | -99.8% | +124.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling