-44.1%
ETHA vs ED
+38.1%
-82.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -2.5% |
| 7D | -12.5% | +2.1% | -14.6% | -11.4% |
| 30D | -19.8% | +10.4% | -30.2% | -14.6% |
| 3M | +3.1% | +12.5% | -9.4% | +11.2% |
| 6M | -13.8% | +14.9% | -28.7% | -5.2% |
| YTD | -34.6% | +24.8% | -59.4% | -23.8% |
| 1Y | -38.7% | +23.8% | -62.5% | -28.6% |
| All | -44.1% | +38.1% | -82.2% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling