+24.0%
ETHA vs BIYA
-99.8%
+123.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.6% |
| 7D | +0.8% | +1.3% | -0.5% | +0.8% |
| 30D | +27.9% | -21.0% | +48.9% | +28.0% |
| 3M | +38.3% | -74.3% | +112.6% | +38.2% |
| 6M | +14.0% | -84.6% | +98.6% | +13.1% |
| YTD | -17.4% | -94.2% | +76.7% | -15.1% |
| 1Y | -42.7% | -98.2% | +55.6% | -38.5% |
| All | +24.0% | -99.8% | +123.8% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling