-53.8%
ETHA vs Q
+68.3%
-122.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.2% |
| 7D | -12.5% | +1.2% | -13.7% | -13.0% |
| 30D | -19.8% | -2.7% | -17.1% | -19.3% |
| 3M | +3.1% | -16.9% | +20.1% | +8.8% |
| 6M | -13.8% | -26.9% | +13.1% | -6.3% |
| YTD | -34.6% | +45.2% | -79.8% | -48.3% |
| 1Y | -38.7% | +38.1% | -76.9% | -52.1% |
| All | -53.8% | +68.3% | -122.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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