-29.3%
ETHA vs DLTR
+11.4%
-40.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.4% | -9.4% | +7.0% | -0.9% |
| 30D | +30.9% | -7.3% | +38.2% | +32.3% |
| 3M | +51.1% | +7.6% | +43.6% | +48.5% |
| 6M | +20.5% | +1.6% | +18.9% | +19.4% |
| YTD | -17.3% | -3.5% | -13.7% | -17.2% |
| 1Y | -43.2% | +20.0% | -63.3% | -45.7% |
| All | -29.3% | +11.4% | -40.6% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling