-29.2%
ETHA vs BTDR
+7.3%
-36.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.1% |
| 7D | +2.9% | +14.8% | -11.9% | -1.5% |
| 30D | +31.4% | +41.8% | -10.4% | +17.3% |
| 3M | +48.9% | -29.2% | +78.1% | +58.7% |
| 6M | +20.9% | +66.2% | -45.3% | -7.3% |
| YTD | -17.2% | +10.0% | -27.2% | -27.5% |
| 1Y | -42.8% | -11.0% | -31.8% | -50.1% |
| All | -29.2% | +7.3% | -36.5% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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