-28.7%
ETHA vs CAPR
+86.8%
-115.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.1% |
| 7D | +2.7% | -9.5% | +12.2% | +2.8% |
| 30D | +29.4% | +121.5% | -92.1% | +27.4% |
| 3M | +47.2% | -65.4% | +112.5% | +48.0% |
| 6M | +25.4% | -67.5% | +92.9% | +26.2% |
| YTD | -16.5% | -68.6% | +52.1% | -16.1% |
| 1Y | -42.3% | +42.7% | -85.0% | -45.7% |
| All | -28.7% | +86.8% | -115.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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