-42.7%
ETHA vs PSLV
+57.1%
-99.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | +0.8% | -0.6% | +1.5% | +1.0% |
| 30D | +27.9% | +7.3% | +20.6% | +25.3% |
| 3M | +38.3% | -7.4% | +45.7% | +41.1% |
| 6M | +14.0% | -20.3% | +34.2% | +19.4% |
| YTD | -17.4% | -8.2% | -9.2% | -17.2% |
| 1Y | -42.7% | +57.9% | -100.6% | -40.7% |
| All | -42.7% | +57.1% | -99.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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