-29.3%
ETHA vs BTI
+86.9%
-116.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -2.4% | -2.0% | -0.4% | -2.2% |
| 30D | +30.9% | -3.4% | +34.3% | +31.3% |
| 3M | +51.1% | -9.0% | +60.1% | +52.3% |
| 6M | +20.5% | -5.0% | +25.5% | +20.7% |
| YTD | -17.3% | -0.3% | -16.9% | -17.0% |
| 1Y | -43.2% | +3.1% | -46.4% | -42.5% |
| All | -29.3% | +86.9% | -116.1% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling