-29.3%
ETHA vs ITOT
+39.6%
-68.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +1.3% |
| 7D | -2.4% | -2.0% | -0.4% | +2.0% |
| 30D | +30.9% | -2.0% | +32.8% | +36.3% |
| 3M | +51.1% | +4.5% | +46.6% | +36.9% |
| 6M | +20.5% | +12.6% | +7.9% | -6.5% |
| YTD | -17.3% | +12.0% | -29.2% | -34.0% |
| 1Y | -43.2% | +17.3% | -60.5% | -58.1% |
| All | -29.3% | +39.6% | -68.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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