-29.2%
ETHA vs BWA
+108.0%
-137.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +31.4% | -5.6% | +37.0% | +34.2% |
| 3M | +48.9% | -10.7% | +59.6% | +55.7% |
| 6M | +20.9% | +23.2% | -2.3% | +7.4% |
| YTD | -17.2% | +46.0% | -63.2% | -38.0% |
| 1Y | -42.8% | +51.2% | -94.0% | -58.9% |
| All | -29.2% | +108.0% | -137.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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