-40.9%
ETHA vs P
+67.0%
-108.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.0% |
| 7D | -10.2% | -13.3% | +3.1% | -6.6% |
| 30D | -17.0% | -34.0% | +17.0% | -6.6% |
| 3M | +9.6% | +4.1% | +5.5% | +4.3% |
| 6M | -11.3% | +30.5% | -41.8% | -24.3% |
| YTD | -30.9% | +52.2% | -83.1% | -44.8% |
| 1Y | -42.6% | +10.3% | -52.8% | -50.0% |
| All | -40.9% | +67.0% | -108.0% | -59.3% |
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