-29.3%
ETHA vs BROS
+9.3%
-38.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.8% |
| 7D | -2.4% | -6.1% | +3.6% | -0.8% |
| 30D | +30.9% | -12.4% | +43.3% | +35.4% |
| 3M | +51.1% | -27.9% | +79.1% | +62.2% |
| 6M | +20.5% | -16.8% | +37.3% | +22.8% |
| YTD | -17.3% | -29.0% | +11.8% | -11.9% |
| 1Y | -43.2% | -33.2% | -10.0% | -38.9% |
| All | -29.3% | +9.3% | -38.6% | -38.2% |
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