-29.4%
ETHA vs DECK
-42.0%
+12.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.2% |
| 7D | +0.8% | -2.2% | +3.0% | +1.6% |
| 30D | +27.9% | -13.6% | +41.5% | +34.2% |
| 3M | +38.3% | -21.2% | +59.6% | +49.4% |
| 6M | +14.0% | -21.1% | +35.1% | +22.4% |
| YTD | -17.4% | -17.2% | -0.2% | -13.6% |
| 1Y | -42.7% | -30.7% | -11.9% | -36.1% |
| All | -29.4% | -42.0% | +12.5% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling