-27.0%
ETHA vs IT
-62.1%
+35.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.0% | +1.8% |
| 7D | +3.5% | -3.7% | +7.1% | +4.4% |
| 30D | +35.3% | +0.1% | +35.2% | +35.3% |
| 3M | +50.9% | +20.7% | +30.2% | +41.2% |
| 6M | +22.1% | +12.0% | +10.1% | +15.7% |
| YTD | -14.6% | -28.8% | +14.2% | -2.0% |
| 1Y | -42.8% | -25.5% | -17.3% | -36.0% |
| All | -27.0% | -62.1% | +35.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling