-29.2%
ETHA vs M
+42.6%
-71.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.8% |
| 7D | +2.9% | -4.1% | +7.0% | +4.4% |
| 30D | +31.4% | -13.6% | +45.0% | +38.4% |
| 3M | +48.9% | -2.3% | +51.2% | +48.3% |
| 6M | +20.9% | +21.9% | -1.0% | +9.2% |
| YTD | -17.2% | -0.6% | -16.6% | -19.3% |
| 1Y | -42.8% | +29.7% | -72.5% | -51.3% |
| All | -29.2% | +42.6% | -71.8% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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