-29.2%
ETHA vs ESI
+33.0%
-62.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.1% |
| 7D | +2.9% | +3.9% | -1.0% | +0.7% |
| 30D | +31.4% | -3.8% | +35.2% | +33.5% |
| 3M | +48.9% | -13.1% | +62.0% | +56.2% |
| 6M | +20.9% | +11.3% | +9.5% | +3.5% |
| YTD | -17.2% | +44.1% | -61.3% | -43.6% |
| 1Y | -42.8% | +40.3% | -83.1% | -60.1% |
| All | -29.2% | +33.0% | -62.1% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling