-42.8%
ETHA vs BTI
+3.5%
-46.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | +35.3% | -1.1% | +36.4% | +35.4% |
| 3M | +50.9% | -8.8% | +59.6% | +52.8% |
| 6M | +22.1% | -4.0% | +26.1% | +21.4% |
| YTD | -14.6% | +0.4% | -14.9% | -15.0% |
| 1Y | -42.8% | +1.9% | -44.7% | -38.5% |
| All | -42.8% | +3.5% | -46.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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