-42.8%
ETHA vs ECL
+3.7%
-46.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.9% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | +35.3% | -0.8% | +36.1% | +35.4% |
| 3M | +50.9% | +5.0% | +45.8% | +49.1% |
| 6M | +22.1% | +0.2% | +21.9% | +21.8% |
| YTD | -14.6% | +5.8% | -20.4% | -17.3% |
| 1Y | -42.8% | +1.5% | -44.3% | -42.1% |
| All | -42.8% | +3.7% | -46.5% | -42.1% |
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