-29.4%
ETHA vs COMP
+150.5%
-179.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.8% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +27.9% | -13.3% | +41.2% | +31.6% |
| 3M | +38.3% | +41.1% | -2.8% | +26.2% |
| 6M | +14.0% | +17.2% | -3.2% | +7.3% |
| YTD | -17.4% | +5.2% | -22.6% | -20.5% |
| 1Y | -42.7% | +18.9% | -61.6% | -46.9% |
| All | -29.4% | +150.5% | -179.9% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling