-44.1%
ETHA vs EXR
+5.8%
-49.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -12.5% | -0.4% | -12.1% | -12.4% |
| 30D | -19.8% | +18.2% | -38.0% | -25.9% |
| 3M | +3.1% | +7.3% | -4.2% | -0.3% |
| 6M | -13.8% | +13.8% | -27.6% | -19.7% |
| YTD | -34.6% | +25.9% | -60.5% | -42.6% |
| 1Y | -38.7% | +25.8% | -64.5% | -46.3% |
| All | -44.1% | +5.8% | -49.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling