-27.0%
ETHA vs ETR
+102.5%
-129.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +3.5% | -1.8% | +5.3% | +3.9% |
| 30D | +35.3% | -1.8% | +37.1% | +35.8% |
| 3M | +50.9% | -3.6% | +54.4% | +51.9% |
| 6M | +22.1% | +2.6% | +19.5% | +20.0% |
| YTD | -14.6% | +16.0% | -30.6% | -19.1% |
| 1Y | -42.8% | +20.1% | -62.9% | -45.8% |
| All | -27.0% | +102.5% | -129.5% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling