-29.2%
ETHA vs BTI
+85.0%
-114.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | +2.9% | -2.4% | +5.4% | +3.2% |
| 30D | +31.4% | -4.8% | +36.2% | +31.9% |
| 3M | +48.9% | -8.1% | +57.0% | +49.7% |
| 6M | +20.9% | -4.2% | +25.1% | +20.9% |
| YTD | -17.2% | -1.3% | -15.9% | -16.9% |
| 1Y | -42.8% | +2.1% | -44.9% | -42.0% |
| All | -29.2% | +85.0% | -114.2% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling