-44.1%
ETHA vs BROS
-9.6%
-34.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.8% | -5.0% |
| 7D | -12.5% | +6.3% | -18.8% | -14.2% |
| 30D | -19.8% | -8.3% | -11.5% | -18.5% |
| 3M | +3.1% | -29.8% | +32.9% | +12.2% |
| 6M | -13.8% | -25.8% | +12.0% | -9.9% |
| YTD | -34.6% | -41.4% | +6.8% | -27.4% |
| 1Y | -38.7% | -35.2% | -3.5% | -34.1% |
| All | -44.1% | -9.6% | -34.4% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling