-44.1%
ETHA vs PL
+503.1%
-547.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -12.5% | +10.0% | -22.6% | -14.3% |
| 30D | -19.8% | -2.3% | -17.5% | -19.9% |
| 3M | +3.1% | -44.2% | +47.3% | +13.2% |
| 6M | -13.8% | -66.1% | +52.3% | +2.5% |
| YTD | -34.6% | -30.0% | -4.6% | -33.5% |
| 1Y | -38.7% | +21.0% | -59.7% | -44.1% |
| All | -44.1% | +503.1% | -547.1% | -69.4% |
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