-28.7%
ETHA vs ESTC
-22.3%
-6.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +2.2% |
| 7D | +2.7% | -4.3% | +7.0% | +4.0% |
| 30D | +29.4% | +17.7% | +11.7% | +21.0% |
| 3M | +47.2% | +42.3% | +4.9% | +28.3% |
| 6M | +25.4% | +64.6% | -39.2% | +2.8% |
| YTD | -16.5% | +17.2% | -33.7% | -23.1% |
| 1Y | -42.3% | -4.2% | -38.1% | -43.0% |
| All | -28.7% | -22.3% | -6.4% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling