-40.9%
ETHA vs BURL
+0.7%
-41.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.7% |
| 7D | -10.2% | +5.9% | -16.1% | -12.4% |
| 30D | -17.0% | -8.3% | -8.7% | -14.1% |
| 3M | +9.6% | -31.6% | +41.2% | +28.6% |
| 6M | -11.3% | -16.6% | +5.3% | -6.8% |
| YTD | -30.9% | -12.1% | -18.8% | -29.5% |
| 1Y | -42.6% | -10.0% | -32.6% | -43.0% |
| All | -40.9% | +0.7% | -41.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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