-44.1%
ETHA vs COMP
+130.0%
-174.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | -12.5% | 0.0% | -12.5% | -12.6% |
| 30D | -19.8% | +16.6% | -36.4% | -22.8% |
| 3M | +3.1% | -23.5% | +26.6% | +8.4% |
| 6M | -13.8% | +25.7% | -39.5% | -20.1% |
| YTD | -34.6% | -3.4% | -31.2% | -36.3% |
| 1Y | -38.7% | +7.6% | -46.3% | -42.1% |
| All | -44.1% | +130.0% | -174.0% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling