-29.2%
ETHA vs ELV
-18.3%
-10.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.8% |
| 7D | +2.9% | -2.2% | +5.1% | +2.9% |
| 30D | +31.4% | -0.2% | +31.6% | +31.4% |
| 3M | +48.9% | -6.1% | +55.0% | +48.2% |
| 6M | +20.9% | +42.8% | -21.9% | +22.9% |
| YTD | -17.2% | +14.4% | -31.5% | -17.1% |
| 1Y | -42.8% | +28.6% | -71.4% | -41.8% |
| All | -29.2% | -18.3% | -10.9% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling