-28.7%
ETHA vs EXR
-8.2%
-20.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +2.7% | -0.7% | +3.4% | +3.1% |
| 30D | +29.4% | -6.9% | +36.3% | +34.0% |
| 3M | +47.2% | -3.0% | +50.2% | +48.5% |
| 6M | +25.4% | -2.9% | +28.3% | +25.9% |
| YTD | -16.5% | +9.3% | -25.8% | -21.5% |
| 1Y | -42.3% | -0.9% | -41.4% | -42.7% |
| All | -28.7% | -8.2% | -20.5% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling