-24.8%
ETHA vs ED
+27.1%
-52.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +7.7% |
| 7D | +2.1% | +5.4% | -3.3% | +5.8% |
| 30D | -10.7% | +16.4% | -27.1% | -0.4% |
| 3M | +29.0% | +11.9% | +17.1% | +39.6% |
| 6M | +2.7% | +11.6% | -8.9% | +12.2% |
| YTD | -18.7% | +24.1% | -42.8% | +1.6% |
| 1Y | -24.8% | +26.9% | -51.7% | -3.2% |
| All | -24.8% | +27.1% | -52.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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