-42.8%
ETHA vs D
+17.3%
-60.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.8% |
| 7D | +2.9% | -0.4% | +3.4% | +2.9% |
| 30D | +31.4% | -2.1% | +33.5% | +31.2% |
| 3M | +48.9% | -0.7% | +49.6% | +48.2% |
| 6M | +20.9% | +5.6% | +15.3% | +19.9% |
| YTD | -17.2% | +14.6% | -31.7% | -20.1% |
| 1Y | -42.8% | +15.3% | -58.1% | -44.3% |
| All | -42.8% | +17.3% | -60.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling