-42.1%
ETHA vs REPL
+124.1%
-166.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | -10.3% | +9.8% | -20.1% | -10.4% |
| 30D | -19.7% | +81.5% | -101.2% | -20.0% |
| 3M | +7.2% | +44.2% | -37.0% | +6.9% |
| 6M | -11.9% | +437.4% | -449.4% | -14.4% |
| YTD | -32.3% | +126.1% | -158.5% | -34.1% |
| 1Y | -41.1% | +143.1% | -184.3% | -42.8% |
| All | -42.1% | +124.1% | -166.2% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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