-28.7%
ETHA vs COMP
+142.1%
-170.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.8% |
| 7D | +2.7% | +4.1% | -1.4% | +1.8% |
| 30D | +29.4% | -14.5% | +43.9% | +33.5% |
| 3M | +47.2% | +41.8% | +5.3% | +34.0% |
| 6M | +25.4% | +23.6% | +1.8% | +16.2% |
| YTD | -16.5% | +1.7% | -18.2% | -19.1% |
| 1Y | -42.3% | +12.6% | -54.9% | -45.9% |
| All | -28.7% | +142.1% | -170.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling