-29.2%
ETHA vs DTE
+24.2%
-53.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | +2.9% | 0.0% | +2.9% | +3.0% |
| 30D | +31.4% | -0.5% | +31.9% | +31.4% |
| 3M | +48.9% | -6.0% | +54.9% | +50.5% |
| 6M | +20.9% | -7.2% | +28.1% | +22.7% |
| YTD | -17.2% | +7.2% | -24.3% | -21.4% |
| 1Y | -42.8% | +4.1% | -46.8% | -44.7% |
| All | -29.2% | +24.2% | -53.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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