-29.2%
ETHA vs DVA
+29.7%
-58.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.7% |
| 7D | +2.9% | +2.0% | +0.9% | +3.0% |
| 30D | +31.4% | -0.4% | +31.8% | +31.4% |
| 3M | +48.9% | -7.7% | +56.5% | +48.4% |
| 6M | +20.9% | +20.0% | +0.9% | +21.4% |
| YTD | -17.2% | +61.1% | -78.3% | -18.7% |
| 1Y | -42.8% | +33.9% | -76.7% | -41.7% |
| All | -29.2% | +29.7% | -58.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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