-24.8%
ETHA vs ECL
+23.8%
-48.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +5.4% |
| 7D | +2.1% | +7.7% | -5.6% | +1.6% |
| 30D | -10.7% | +13.7% | -24.4% | -11.5% |
| 3M | +29.0% | +11.6% | +17.4% | +27.8% |
| 6M | +2.7% | +23.9% | -21.2% | +1.0% |
| YTD | -18.7% | +21.0% | -39.6% | -20.0% |
| 1Y | -24.8% | +23.1% | -48.0% | -24.9% |
| All | -24.8% | +23.8% | -48.6% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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