-24.8%
ETHA vs RBA
-2.0%
-22.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.3% |
| 7D | +2.1% | +12.7% | -10.5% | 0.0% |
| 30D | -10.7% | +15.5% | -26.2% | -13.0% |
| 3M | +29.0% | -14.0% | +43.0% | +33.5% |
| 6M | +2.7% | -8.8% | +11.5% | +3.1% |
| YTD | -18.7% | -6.9% | -11.7% | -19.7% |
| 1Y | -24.8% | -3.0% | -21.9% | -27.2% |
| All | -24.8% | -2.0% | -22.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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