-24.8%
ETHA vs CBOE
+39.5%
-64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | +2.1% | +7.7% | -5.6% | +2.2% |
| 30D | -10.7% | +24.4% | -35.1% | -10.9% |
| 3M | +29.0% | +20.0% | +8.9% | +28.5% |
| 6M | +2.7% | +2.4% | +0.3% | +2.7% |
| YTD | -18.7% | +38.5% | -57.2% | -26.3% |
| 1Y | -24.8% | +39.0% | -63.8% | -32.5% |
| All | -24.8% | +39.5% | -64.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling