-28.7%
ETHA vs EL
+5.4%
-34.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | +2.7% | +1.7% | +1.0% | +1.9% |
| 30D | +29.4% | +15.5% | +13.9% | +21.6% |
| 3M | +47.2% | +20.6% | +26.6% | +35.9% |
| 6M | +25.4% | +10.5% | +14.9% | +18.3% |
| YTD | -16.5% | -1.9% | -14.7% | -18.0% |
| 1Y | -42.3% | +16.1% | -58.4% | -47.4% |
| All | -28.7% | +5.4% | -34.0% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling