-28.7%
ETHA vs IT
-63.6%
+34.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +3.1% |
| 7D | +2.7% | -9.1% | +11.8% | +5.2% |
| 30D | +29.4% | -7.0% | +36.4% | +31.7% |
| 3M | +47.2% | +7.6% | +39.5% | +42.8% |
| 6M | +25.4% | +2.1% | +23.3% | +22.8% |
| YTD | -16.5% | -31.6% | +15.0% | -3.2% |
| 1Y | -42.3% | -29.9% | -12.4% | -34.2% |
| All | -28.7% | -63.6% | +34.9% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling