-29.2%
ETHA vs ESTC
-23.9%
-5.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.1% |
| 7D | +2.9% | -3.3% | +6.3% | +4.0% |
| 30D | +31.4% | +13.4% | +18.0% | +24.4% |
| 3M | +48.9% | +41.3% | +7.5% | +29.9% |
| 6M | +20.9% | +62.6% | -41.7% | -0.6% |
| YTD | -17.2% | +14.8% | -31.9% | -23.2% |
| 1Y | -42.8% | -5.1% | -37.7% | -43.3% |
| All | -29.2% | -23.9% | -5.3% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling