-42.8%
ETHA vs ESI
+34.2%
-77.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +3.5% | -4.6% | +8.1% | +5.3% |
| 30D | +35.3% | -10.5% | +45.8% | +40.8% |
| 3M | +50.9% | -19.8% | +70.7% | +61.6% |
| 6M | +22.1% | +5.8% | +16.3% | +8.7% |
| YTD | -14.6% | +38.3% | -52.9% | -40.7% |
| 1Y | -42.8% | +31.5% | -74.3% | -57.2% |
| All | -42.8% | +34.2% | -77.0% | -57.2% |
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