-28.7%
ETHA vs D
+41.8%
-70.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +29.4% | -0.7% | +30.1% | +29.4% |
| 3M | +47.2% | +2.1% | +45.1% | +46.7% |
| 6M | +25.4% | +6.8% | +18.6% | +24.3% |
| YTD | -16.5% | +16.5% | -33.1% | -18.3% |
| 1Y | -42.3% | +19.2% | -61.5% | -43.4% |
| All | -28.7% | +41.8% | -70.4% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling