-38.9%
ETHA vs DECK
-38.8%
-0.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -6.0% |
| 7D | -5.3% | +6.4% | -11.7% | -7.3% |
| 30D | -14.2% | +9.1% | -23.3% | -16.8% |
| 3M | +10.7% | -7.2% | +17.9% | +13.0% |
| 6M | -8.4% | -9.9% | +1.6% | -6.1% |
| YTD | -28.6% | -12.8% | -15.8% | -26.8% |
| 1Y | -38.8% | +10.6% | -49.4% | -43.6% |
| All | -38.9% | -38.8% | -0.1% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling