-13.8%
ETHA vs BN
-9.8%
-4.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.4% |
| 7D | -12.5% | -1.0% | -11.5% | -12.1% |
| 30D | -19.8% | +14.0% | -33.8% | -25.9% |
| 3M | +3.1% | -9.0% | +12.1% | +9.0% |
| 6M | -13.8% | -8.8% | -5.0% | -9.0% |
| All | -13.8% | -9.8% | -4.0% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling