-42.7%
ETHA vs P
+32.0%
-74.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.0% |
| 7D | +0.8% | +6.5% | -5.7% | -0.8% |
| 30D | +27.9% | +18.8% | +9.1% | +19.5% |
| 3M | +38.3% | +26.7% | +11.6% | +25.5% |
| 6M | +14.0% | +62.2% | -48.2% | -7.5% |
| YTD | -17.4% | +48.5% | -65.9% | -30.7% |
| 1Y | -42.7% | +26.4% | -69.1% | -50.9% |
| All | -42.7% | +32.0% | -74.6% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling