-29.4%
ETHA vs ED
+22.5%
-51.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -3.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.7% |
| 30D | +27.9% | -0.1% | +28.0% | +27.8% |
| 3M | +38.3% | +3.9% | +34.4% | +42.5% |
| 6M | +14.0% | -3.0% | +17.0% | +12.8% |
| YTD | -17.4% | +10.7% | -28.1% | -10.8% |
| 1Y | -42.7% | +13.3% | -56.0% | -36.8% |
| All | -29.4% | +22.5% | -51.9% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling