-27.0%
ETHA vs BRO
-30.6%
+3.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +3.5% | -7.3% | +10.8% | +3.3% |
| 30D | +35.3% | -6.9% | +42.2% | +35.1% |
| 3M | +50.9% | +10.7% | +40.2% | +51.7% |
| 6M | +22.1% | -2.7% | +24.8% | +23.7% |
| YTD | -14.6% | -16.3% | +1.7% | -12.9% |
| 1Y | -42.8% | -29.1% | -13.7% | -40.0% |
| All | -27.0% | -30.6% | +3.6% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling