-44.1%
ETHA vs BWA
+62.2%
-106.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -12.5% | +4.3% | -16.8% | -14.2% |
| 30D | -19.8% | -13.0% | -6.8% | -15.0% |
| 3M | +3.1% | -24.8% | +27.9% | +15.7% |
| 6M | -13.8% | -23.5% | +9.7% | -4.5% |
| YTD | -34.6% | +13.8% | -48.4% | -45.7% |
| 1Y | -38.7% | +13.4% | -52.1% | -49.2% |
| All | -44.1% | +62.2% | -106.3% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling