-29.3%
ETHA vs BLDR
-62.9%
+33.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +1.2% |
| 7D | -2.4% | -8.1% | +5.7% | +0.2% |
| 30D | +30.9% | -21.5% | +52.4% | +41.5% |
| 3M | +51.1% | -21.0% | +72.1% | +60.1% |
| 6M | +20.5% | -37.1% | +57.6% | +38.9% |
| YTD | -17.3% | -42.7% | +25.4% | -2.6% |
| 1Y | -43.2% | -58.0% | +14.7% | -22.0% |
| All | -29.3% | -62.9% | +33.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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