-38.7%
ETHA vs P
+23.6%
-62.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.0% |
| 7D | -12.5% | +11.6% | -24.2% | -14.6% |
| 30D | -19.8% | -23.7% | +3.9% | -15.8% |
| 3M | +3.1% | -8.0% | +11.1% | +3.2% |
| 6M | -13.8% | +27.9% | -41.7% | -21.9% |
| YTD | -34.6% | +61.2% | -95.7% | -45.0% |
| 1Y | -38.7% | +28.6% | -67.3% | -48.4% |
| All | -38.7% | +23.6% | -62.3% | -48.4% |
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