-29.4%
ETHA vs ESTC
-19.3%
-10.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.3% |
| 7D | +0.8% | -8.1% | +8.9% | +3.4% |
| 30D | +27.9% | +31.7% | -3.8% | +15.3% |
| 3M | +38.3% | +41.1% | -2.7% | +21.4% |
| 6M | +14.0% | +77.1% | -63.1% | -8.9% |
| YTD | -17.4% | +21.7% | -39.1% | -24.7% |
| 1Y | -42.7% | +8.4% | -51.0% | -45.9% |
| All | -29.4% | -19.3% | -10.1% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling