-38.7%
ETHA vs ESTC
-3.5%
-35.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -12.5% | +2.4% | -14.9% | -13.0% |
| 30D | -19.8% | -4.2% | -15.6% | -19.2% |
| 3M | +3.1% | +2.5% | +0.7% | +1.8% |
| 6M | -13.8% | +81.5% | -95.3% | -27.7% |
| YTD | -34.6% | +16.8% | -51.4% | -38.2% |
| 1Y | -38.7% | -3.5% | -35.3% | -38.2% |
| All | -38.7% | -3.5% | -35.2% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling