-29.4%
ETHA vs M
+52.8%
-82.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.6% |
| 7D | +0.8% | +4.7% | -3.9% | -1.0% |
| 30D | +27.9% | -9.6% | +37.5% | +32.6% |
| 3M | +38.3% | +0.9% | +37.5% | +36.6% |
| 6M | +14.0% | +22.3% | -8.3% | +3.3% |
| YTD | -17.4% | +6.5% | -24.0% | -21.5% |
| 1Y | -42.7% | +38.8% | -81.4% | -52.4% |
| All | -29.4% | +52.8% | -82.3% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling