-29.2%
ETHA vs P
+59.0%
-88.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | +2.9% | +5.0% | -2.1% | +1.3% |
| 30D | +31.4% | -0.9% | +32.3% | +29.9% |
| 3M | +48.9% | +38.7% | +10.2% | +28.4% |
| 6M | +20.9% | +54.4% | -33.5% | -2.1% |
| YTD | -17.2% | +44.8% | -62.0% | -31.2% |
| 1Y | -42.8% | +22.5% | -65.3% | -51.2% |
| All | -29.2% | +59.0% | -88.2% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling