-29.3%
ETHA vs MKTX
-23.9%
-5.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | +30.9% | +0.8% | +30.1% | +30.9% |
| 3M | +51.1% | +41.1% | +10.0% | +51.2% |
| 6M | +20.5% | -9.5% | +30.1% | +17.2% |
| YTD | -17.3% | -8.7% | -8.6% | -19.7% |
| 1Y | -43.2% | -10.0% | -33.3% | -45.0% |
| All | -29.3% | -23.9% | -5.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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