-36.1%
ETHA vs PL
+448.0%
-484.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.2% | -2.7% |
| 7D | -0.2% | -6.8% | +6.7% | +0.9% |
| 30D | -13.4% | -29.3% | +15.9% | -8.2% |
| 3M | +16.5% | -44.8% | +61.3% | +28.4% |
| 6M | -5.3% | -68.4% | +63.1% | +14.0% |
| YTD | -25.2% | -36.4% | +11.2% | -22.5% |
| 1Y | -32.9% | +0.7% | -33.6% | -36.5% |
| All | -36.1% | +448.0% | -484.1% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling