-44.1%
ETHA vs REPL
+123.1%
-167.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -12.5% | +1.2% | -13.8% | -12.6% |
| 30D | -19.8% | +92.2% | -112.0% | -20.2% |
| 3M | +3.1% | +44.1% | -41.0% | +2.8% |
| 6M | -13.8% | +313.0% | -326.8% | -15.7% |
| YTD | -34.6% | +125.2% | -159.8% | -36.3% |
| 1Y | -38.7% | +143.8% | -182.5% | -40.4% |
| All | -44.1% | +123.1% | -167.2% | -52.3% |
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