-29.2%
ETHA vs EL
+2.4%
-31.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | +0.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.8% |
| 30D | +31.4% | +13.7% | +17.7% | +24.3% |
| 3M | +48.9% | +14.5% | +34.4% | +40.4% |
| 6M | +20.9% | +7.4% | +13.5% | +15.3% |
| YTD | -17.2% | -4.7% | -12.5% | -17.6% |
| 1Y | -42.8% | +12.9% | -55.7% | -47.2% |
| All | -29.2% | +2.4% | -31.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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