-29.3%
ETHA vs EAT
+223.2%
-252.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.4% | -6.2% | +3.8% | -1.1% |
| 30D | +30.9% | -3.0% | +33.9% | +31.3% |
| 3M | +51.1% | +45.6% | +5.5% | +37.0% |
| 6M | +20.5% | +53.5% | -33.0% | +6.9% |
| YTD | -17.3% | +49.6% | -66.8% | -26.3% |
| 1Y | -43.2% | +38.9% | -82.2% | -48.8% |
| All | -29.3% | +223.2% | -252.5% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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