-29.2%
ETHA vs BN
+24.8%
-54.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +1.1% |
| 7D | +2.9% | -3.0% | +5.9% | +5.9% |
| 30D | +31.4% | -13.0% | +44.4% | +49.6% |
| 3M | +48.9% | -15.2% | +64.1% | +73.9% |
| 6M | +20.9% | -5.9% | +26.8% | +25.6% |
| YTD | -17.2% | -15.8% | -1.4% | -3.4% |
| 1Y | -42.8% | -12.2% | -30.6% | -36.1% |
| All | -29.2% | +24.8% | -54.0% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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