-28.7%
ETHA vs ED
+23.6%
-52.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.6% |
| 7D | +2.7% | +0.5% | +2.2% | +3.0% |
| 30D | +29.4% | +1.1% | +28.3% | +30.2% |
| 3M | +47.2% | +4.6% | +42.5% | +51.9% |
| 6M | +25.4% | -2.0% | +27.4% | +24.9% |
| YTD | -16.5% | +11.7% | -28.2% | -9.4% |
| 1Y | -42.3% | +15.7% | -58.1% | -35.6% |
| All | -28.7% | +23.6% | -52.2% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling