-42.7%
ETHA vs BROS
-35.3%
-7.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.8% |
| 7D | +0.8% | -6.7% | +7.5% | +2.7% |
| 30D | +27.9% | -29.1% | +57.0% | +39.8% |
| 3M | +38.3% | -16.7% | +55.0% | +39.9% |
| 6M | +14.0% | -11.6% | +25.6% | +10.6% |
| YTD | -17.4% | -23.9% | +6.5% | -16.4% |
| 1Y | -42.7% | -34.8% | -7.9% | -37.6% |
| All | -42.7% | -35.3% | -7.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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