-38.7%
ETHA vs RBA
-5.8%
-32.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.5% |
| 7D | -12.5% | +1.7% | -14.3% | -12.8% |
| 30D | -19.8% | +8.3% | -28.1% | -20.7% |
| 3M | +3.1% | +10.5% | -7.4% | +1.5% |
| 6M | -13.8% | -5.9% | -7.9% | -14.6% |
| YTD | -34.6% | -6.9% | -27.7% | -33.7% |
| 1Y | -38.7% | -4.9% | -33.8% | -37.6% |
| All | -38.7% | -5.8% | -32.9% | -37.6% |
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