-27.0%
ETHA vs BR
-14.6%
-12.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +3.5% | -3.0% | +6.4% | +4.4% |
| 30D | +35.3% | -0.3% | +35.6% | +35.8% |
| 3M | +50.9% | +17.3% | +33.6% | +43.0% |
| 6M | +22.1% | -6.7% | +28.8% | +27.1% |
| YTD | -14.6% | -23.4% | +8.9% | -0.7% |
| 1Y | -42.8% | -32.7% | -10.1% | -27.1% |
| All | -27.0% | -14.6% | -12.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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