-42.3%
ETHA vs PL
+131.1%
-173.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +2.7% | -7.5% | +10.2% | +4.1% |
| 30D | +29.4% | -25.6% | +54.9% | +37.3% |
| 3M | +47.2% | -45.6% | +92.8% | +65.9% |
| 6M | +25.4% | -29.5% | +54.9% | +25.9% |
| YTD | -16.5% | -9.7% | -6.9% | -21.3% |
| 1Y | -42.3% | +84.4% | -126.7% | -54.2% |
| All | -42.3% | +131.1% | -173.5% | -54.2% |
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