-42.7%
ETHA vs ESI
+44.5%
-87.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.6% | -3.8% |
| 7D | +0.8% | +3.3% | -2.5% | -0.5% |
| 30D | +27.9% | -5.9% | +33.8% | +30.6% |
| 3M | +38.3% | -14.1% | +52.4% | +43.9% |
| 6M | +14.0% | +6.6% | +7.4% | +2.5% |
| YTD | -17.4% | +45.0% | -62.5% | -43.6% |
| 1Y | -42.7% | +41.5% | -84.1% | -58.6% |
| All | -42.7% | +44.5% | -87.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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