-28.7%
ETHA vs M
+48.9%
-77.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.0% |
| 7D | +2.7% | +2.4% | +0.3% | +1.7% |
| 30D | +29.4% | -11.6% | +41.0% | +35.2% |
| 3M | +47.2% | +1.6% | +45.5% | +44.5% |
| 6M | +25.4% | +25.2% | +0.2% | +12.2% |
| YTD | -16.5% | +3.8% | -20.3% | -19.9% |
| 1Y | -42.3% | +36.3% | -78.7% | -51.9% |
| All | -28.7% | +48.9% | -77.5% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling