-42.8%
ETHA vs IT
-23.2%
-19.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.0% | +2.5% |
| 7D | +3.5% | -3.7% | +7.1% | +3.9% |
| 30D | +35.3% | +0.1% | +35.2% | +35.4% |
| 3M | +50.9% | +20.7% | +30.2% | +46.6% |
| 6M | +22.1% | +12.0% | +10.1% | +20.1% |
| YTD | -14.6% | -28.8% | +14.2% | -2.2% |
| 1Y | -42.8% | -25.5% | -17.3% | -34.8% |
| All | -42.8% | -23.2% | -19.6% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling