-29.2%
ETHA vs RBA
+3.2%
-32.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.3% |
| 7D | +2.9% | -1.9% | +4.8% | +4.1% |
| 30D | +31.4% | -13.0% | +44.4% | +42.5% |
| 3M | +48.9% | -23.1% | +72.0% | +69.2% |
| 6M | +20.9% | -22.6% | +43.5% | +35.9% |
| YTD | -17.2% | -20.4% | +3.2% | -11.2% |
| 1Y | -42.8% | -29.6% | -13.2% | -30.3% |
| All | -29.2% | +3.2% | -32.4% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling