-29.3%
ETHA vs EFX
-36.3%
+7.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | -11.1% | +8.7% | +2.2% |
| 30D | +30.9% | -7.4% | +38.3% | +34.8% |
| 3M | +51.1% | +1.5% | +49.7% | +48.7% |
| 6M | +20.5% | -13.7% | +34.2% | +26.6% |
| YTD | -17.3% | -21.9% | +4.6% | -8.9% |
| 1Y | -43.2% | -30.8% | -12.5% | -33.2% |
| All | -29.3% | -36.3% | +7.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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