-36.1%
ETHA vs OUST
+148.5%
-184.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -4.4% |
| 7D | -0.2% | +17.0% | -17.2% | -4.4% |
| 30D | -13.4% | -16.5% | +3.1% | -10.3% |
| 3M | +16.5% | -23.7% | +40.2% | +21.7% |
| 6M | -5.3% | +18.4% | -23.7% | -20.5% |
| YTD | -25.2% | +60.8% | -86.0% | -44.3% |
| 1Y | -32.9% | +44.2% | -77.1% | -48.4% |
| All | -36.1% | +148.5% | -184.6% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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