-24.8%
ETHA vs ELF
-3.2%
-21.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.3% |
| 7D | +2.1% | -1.5% | +3.7% | +2.5% |
| 30D | -10.7% | +9.5% | -20.2% | -12.4% |
| 3M | +29.0% | +29.4% | -0.4% | +22.3% |
| 6M | +2.7% | +83.7% | -81.0% | -9.5% |
| YTD | -18.7% | +49.4% | -68.1% | -27.4% |
| 1Y | -24.8% | -3.9% | -20.9% | -28.5% |
| All | -24.8% | -3.2% | -21.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling