-29.3%
ETHA vs ETR
+103.2%
-132.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -2.0% |
| 30D | +30.9% | -0.2% | +31.1% | +30.9% |
| 3M | +51.1% | -3.7% | +54.9% | +52.2% |
| 6M | +20.5% | +2.1% | +18.4% | +18.7% |
| YTD | -17.3% | +16.5% | -33.7% | -21.7% |
| 1Y | -43.2% | +22.5% | -65.8% | -46.4% |
| All | -29.3% | +103.2% | -132.5% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling