-42.7%
ETHA vs IDXX
-16.0%
-26.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.9% |
| 7D | +0.8% | -3.5% | +4.3% | +1.8% |
| 30D | +27.9% | -8.4% | +36.3% | +30.8% |
| 3M | +38.3% | -5.2% | +43.5% | +39.5% |
| 6M | +14.0% | -17.5% | +31.4% | +19.5% |
| YTD | -17.4% | -20.9% | +3.4% | -12.5% |
| 1Y | -42.7% | -16.4% | -26.3% | -37.3% |
| All | -42.7% | -16.0% | -26.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling