-28.7%
ETHA vs ES
+26.8%
-55.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | +29.4% | -1.2% | +30.5% | +29.7% |
| 3M | +47.2% | +5.0% | +42.2% | +44.9% |
| 6M | +25.4% | -2.8% | +28.2% | +26.4% |
| YTD | -16.5% | +8.6% | -25.1% | -19.4% |
| 1Y | -42.3% | +18.9% | -61.3% | -46.0% |
| All | -28.7% | +26.8% | -55.4% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling