-28.7%
ETHA vs ETR
+108.6%
-137.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | +29.4% | +1.9% | +27.5% | +28.7% |
| 3M | +47.2% | +1.0% | +46.2% | +46.4% |
| 6M | +25.4% | +4.8% | +20.5% | +22.7% |
| YTD | -16.5% | +19.5% | -36.1% | -21.5% |
| 1Y | -42.3% | +28.1% | -70.4% | -46.0% |
| All | -28.7% | +108.6% | -137.3% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling