-42.7%
ETHA vs BNS
+50.5%
-93.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.8% |
| 7D | +0.8% | +1.5% | -0.7% | -0.2% |
| 30D | +27.9% | +6.0% | +21.9% | +21.9% |
| 3M | +38.3% | +16.3% | +22.0% | +18.2% |
| 6M | +14.0% | +27.3% | -13.3% | -13.9% |
| YTD | -17.4% | +28.5% | -45.9% | -38.6% |
| 1Y | -42.7% | +49.0% | -91.7% | -62.8% |
| All | -42.7% | +50.5% | -93.1% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling