-29.4%
ETHA vs BN
+30.6%
-60.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.4% |
| 7D | +0.8% | -2.5% | +3.3% | +3.3% |
| 30D | +27.9% | -9.5% | +37.4% | +40.3% |
| 3M | +38.3% | -10.4% | +48.7% | +53.2% |
| 6M | +14.0% | -6.4% | +20.3% | +19.7% |
| YTD | -17.4% | -11.9% | -5.6% | -7.7% |
| 1Y | -42.7% | -8.6% | -34.0% | -38.2% |
| All | -29.4% | +30.6% | -60.0% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling