-35.1%
ETHA vs BRO
-4.7%
-30.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -7.9% | -7.1% |
| 7D | -3.8% | +9.9% | -13.7% | -2.0% |
| 30D | -16.6% | +22.3% | -38.9% | -13.2% |
| 3M | +16.9% | +5.3% | +11.5% | +18.2% |
| 6M | -5.5% | +30.3% | -35.8% | +2.6% |
| YTD | -24.6% | -5.7% | -18.8% | -27.6% |
| 1Y | -35.1% | -3.5% | -31.6% | -36.2% |
| All | -35.1% | -4.7% | -30.5% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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