-35.5%
ETHA vs DECK
-40.7%
+5.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.7% | -6.7% |
| 7D | -3.8% | +6.0% | -9.8% | -5.7% |
| 30D | -16.6% | +7.4% | -24.1% | -18.8% |
| 3M | +16.9% | -11.7% | +28.5% | +21.5% |
| 6M | -5.5% | -11.0% | +5.5% | -2.8% |
| YTD | -24.6% | -15.4% | -9.2% | -21.8% |
| 1Y | -35.1% | +7.2% | -42.4% | -39.5% |
| All | -35.5% | -40.7% | +5.1% | -38.6% |
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 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