-36.1%
ETHA vs D
+46.9%
-82.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.2% | +3.0% | -3.2% | -0.3% |
| 30D | -13.4% | +11.5% | -24.9% | -13.6% |
| 3M | +16.5% | +3.7% | +12.8% | +16.5% |
| 6M | -5.3% | +13.5% | -18.9% | -6.4% |
| YTD | -25.2% | +20.7% | -45.9% | -26.7% |
| 1Y | -32.9% | +18.2% | -51.1% | -33.9% |
| All | -36.1% | +46.9% | -82.9% | -47.6% |
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