-29.3%
ETHA vs COO
-40.8%
+11.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.7% | +14.6% | +4.3% |
| 7D | -2.4% | -23.3% | +20.9% | +5.4% |
| 30D | +30.9% | -29.5% | +60.4% | +45.3% |
| 3M | +51.1% | -20.0% | +71.1% | +59.9% |
| 6M | +20.5% | -27.2% | +47.7% | +33.1% |
| YTD | -17.3% | -33.9% | +16.7% | -4.5% |
| 1Y | -43.2% | -19.9% | -23.3% | -40.6% |
| All | -29.3% | -40.8% | +11.5% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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