-29.2%
ETHA vs EFV
+62.7%
-91.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.8% |
| 30D | +31.4% | 0.0% | +31.4% | +31.4% |
| 3M | +48.9% | +8.4% | +40.5% | +31.7% |
| 6M | +20.9% | +12.3% | +8.5% | +1.5% |
| YTD | -17.2% | +17.4% | -34.6% | -34.8% |
| 1Y | -42.8% | +27.1% | -69.9% | -60.0% |
| All | -29.2% | +62.7% | -91.9% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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