-24.8%
ETHA vs ESI
+27.8%
-52.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.4% | +7.1% |
| 7D | +2.1% | -6.6% | +8.7% | +4.1% |
| 30D | -10.7% | -10.9% | +0.2% | -7.7% |
| 3M | +29.0% | -13.8% | +42.8% | +34.2% |
| 6M | +2.7% | -21.5% | +24.2% | +8.6% |
| YTD | -18.7% | +34.7% | -53.3% | -38.3% |
| 1Y | -24.8% | +24.9% | -49.7% | -40.1% |
| All | -24.8% | +27.8% | -52.7% | -40.1% |
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