-29.4%
ETHA vs PL
+691.3%
-720.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.4% |
| 7D | +0.8% | -9.3% | +10.1% | +2.4% |
| 30D | +27.9% | -18.9% | +46.8% | +32.4% |
| 3M | +38.3% | -58.4% | +96.7% | +60.5% |
| 6M | +14.0% | -30.3% | +44.3% | +16.9% |
| YTD | -17.4% | -8.1% | -9.3% | -19.4% |
| 1Y | -42.7% | +180.5% | -223.2% | -54.7% |
| All | -29.4% | +691.3% | -720.7% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling