-24.8%
ETHA vs PL
-0.6%
-24.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.4% | +12.1% | +6.9% |
| 7D | +2.1% | -11.7% | +13.9% | +4.4% |
| 30D | -10.7% | -27.1% | +16.4% | -5.6% |
| 3M | +29.0% | -44.6% | +73.5% | +42.6% |
| 6M | +2.7% | -67.2% | +69.9% | +24.7% |
| YTD | -18.7% | -35.9% | +17.2% | -16.3% |
| 1Y | -24.8% | -0.4% | -24.5% | -26.5% |
| All | -24.8% | -0.6% | -24.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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