-27.0%
ETHA vs ELV
-13.8%
-13.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +3.3% |
| 7D | +3.5% | +2.8% | +0.7% | +3.5% |
| 30D | +35.3% | +4.9% | +30.4% | +35.5% |
| 3M | +50.9% | +4.9% | +46.0% | +50.9% |
| 6M | +22.1% | +45.1% | -23.0% | +24.1% |
| YTD | -14.6% | +20.7% | -35.3% | -14.3% |
| 1Y | -42.8% | +35.0% | -77.8% | -41.7% |
| All | -27.0% | -13.8% | -13.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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