-28.7%
ETHA vs BROS
+15.5%
-44.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | +2.7% | -0.9% | +3.6% | +2.8% |
| 30D | +29.4% | -13.5% | +42.8% | +34.3% |
| 3M | +47.2% | -18.4% | +65.6% | +52.2% |
| 6M | +25.4% | -10.6% | +36.0% | +25.3% |
| YTD | -16.5% | -25.1% | +8.5% | -12.5% |
| 1Y | -42.3% | -28.6% | -13.7% | -39.0% |
| All | -28.7% | +15.5% | -44.1% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling