-27.0%
ETHA vs DG
+6.1%
-33.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.2% |
| 7D | +3.5% | -6.5% | +9.9% | +3.6% |
| 30D | +35.3% | +4.2% | +31.1% | +35.2% |
| 3M | +50.9% | +9.5% | +41.4% | +50.5% |
| 6M | +22.1% | -13.1% | +35.3% | +21.3% |
| YTD | -14.6% | -4.8% | -9.7% | -14.7% |
| 1Y | -42.8% | +20.6% | -63.4% | -42.2% |
| All | -27.0% | +6.1% | -33.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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