-44.1%
ETHA vs ES
+28.7%
-72.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.5% |
| 7D | -12.5% | +2.7% | -15.2% | -13.1% |
| 30D | -19.8% | +7.6% | -27.4% | -21.3% |
| 3M | +3.1% | +0.5% | +2.6% | +2.9% |
| 6M | -13.8% | +7.6% | -21.4% | -16.0% |
| YTD | -34.6% | +10.2% | -44.8% | -37.1% |
| 1Y | -38.7% | +1.8% | -40.5% | -39.6% |
| All | -44.1% | +28.7% | -72.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling