-29.2%
ETHA vs DBX
+49.0%
-78.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.8% |
| 7D | +2.9% | +0.3% | +2.7% | +2.8% |
| 30D | +31.4% | 0.0% | +31.4% | +31.1% |
| 3M | +48.9% | +26.1% | +22.8% | +31.9% |
| 6M | +20.9% | +29.4% | -8.5% | +3.9% |
| YTD | -17.2% | +24.4% | -41.6% | -27.1% |
| 1Y | -42.8% | +10.9% | -53.7% | -45.7% |
| All | -29.2% | +49.0% | -78.2% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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