-28.7%
ETHA vs COO
-26.0%
-2.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.0% |
| 7D | +2.7% | -2.3% | +5.0% | +3.5% |
| 30D | +29.4% | -8.8% | +38.2% | +33.2% |
| 3M | +47.2% | +1.3% | +45.8% | +45.4% |
| 6M | +25.4% | -11.6% | +37.0% | +31.6% |
| YTD | -16.5% | -17.4% | +0.9% | -9.6% |
| 1Y | -42.3% | -1.6% | -40.7% | -42.8% |
| All | -28.7% | -26.0% | -2.7% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling