-29.2%
ETHA vs PLUG
-12.9%
-16.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | 0.0% |
| 7D | +2.9% | +3.8% | -0.9% | +2.2% |
| 30D | +31.4% | +2.8% | +28.6% | +30.5% |
| 3M | +48.9% | -25.4% | +74.3% | +56.0% |
| 6M | +20.9% | -0.5% | +21.3% | +18.0% |
| YTD | -17.2% | +10.2% | -27.3% | -21.0% |
| 1Y | -42.8% | +53.9% | -96.7% | -49.2% |
| All | -29.2% | -12.9% | -16.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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