-28.7%
ETHA vs P
+65.6%
-94.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.5% |
| 7D | +2.7% | +7.8% | -5.2% | +0.2% |
| 30D | +29.4% | +12.3% | +17.1% | +22.3% |
| 3M | +47.2% | +37.1% | +10.1% | +27.7% |
| 6M | +25.4% | +66.1% | -40.7% | -1.0% |
| YTD | -16.5% | +50.9% | -67.5% | -31.6% |
| 1Y | -42.3% | +27.2% | -69.5% | -51.4% |
| All | -28.7% | +65.6% | -94.3% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling