-38.9%
ETHA vs PL
+527.5%
-566.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +14.5% | -19.0% | -7.1% |
| 7D | -5.3% | +10.9% | -16.2% | -7.5% |
| 30D | -14.2% | -16.4% | +2.2% | -12.0% |
| 3M | +10.7% | -39.9% | +50.7% | +19.9% |
| 6M | -8.4% | -63.2% | +54.8% | +7.3% |
| YTD | -28.6% | -27.1% | -1.4% | -27.9% |
| 1Y | -38.8% | +12.2% | -51.0% | -43.4% |
| All | -38.9% | +527.5% | -566.5% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling