-28.7%
ETHA vs RBA
+3.9%
-32.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.3% |
| 7D | +2.7% | -1.1% | +3.7% | +3.3% |
| 30D | +29.4% | -13.2% | +42.6% | +40.6% |
| 3M | +47.2% | -21.4% | +68.5% | +64.4% |
| 6M | +25.4% | -20.9% | +46.3% | +38.6% |
| YTD | -16.5% | -19.9% | +3.3% | -10.9% |
| 1Y | -42.3% | -28.7% | -13.7% | -30.5% |
| All | -28.7% | +3.9% | -32.6% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling