-24.8%
ETHA vs DLTR
+45.2%
-70.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.6% | -3.9% | +4.5% |
| 7D | +2.1% | +15.6% | -13.5% | +0.2% |
| 30D | -10.7% | +29.9% | -40.6% | -13.8% |
| 3M | +29.0% | +12.5% | +16.5% | +26.9% |
| 6M | +2.7% | +56.3% | -53.6% | -6.0% |
| YTD | -18.7% | +19.5% | -38.2% | -19.0% |
| 1Y | -24.8% | +44.0% | -68.9% | -33.5% |
| All | -24.8% | +45.2% | -70.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling