-29.3%
ETHA vs ESTC
-26.6%
-2.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.0% |
| 7D | -2.4% | -13.2% | +10.7% | +1.8% |
| 30D | +30.9% | +9.3% | +21.5% | +25.3% |
| 3M | +51.1% | +37.3% | +13.8% | +33.0% |
| 6M | +20.5% | +61.0% | -40.5% | -0.8% |
| YTD | -17.3% | +10.7% | -27.9% | -22.4% |
| 1Y | -43.2% | -7.2% | -36.1% | -43.5% |
| All | -29.3% | -26.6% | -2.6% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling