-11.9%
ETHA vs RBA
-9.1%
-2.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -3.3% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -19.7% | +6.8% | -26.5% | -19.4% |
| 3M | +7.2% | +9.5% | -2.2% | +7.6% |
| 6M | -11.9% | -8.2% | -3.7% | -16.7% |
| All | -11.9% | -9.1% | -2.8% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling