-29.4%
ETHA vs D
+41.0%
-70.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +0.8% | +1.5% | -0.6% | +0.7% |
| 30D | +27.9% | -2.6% | +30.5% | +28.0% |
| 3M | +38.3% | 0.0% | +38.3% | +38.0% |
| 6M | +14.0% | +7.4% | +6.6% | +12.8% |
| YTD | -17.4% | +15.9% | -33.3% | -19.1% |
| 1Y | -42.7% | +18.1% | -60.8% | -43.7% |
| All | -29.4% | +41.0% | -70.4% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling