-28.7%
ETHA vs REPL
+50.6%
-79.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.1% |
| 7D | +2.7% | -5.7% | +8.4% | +2.7% |
| 30D | +29.4% | +22.5% | +6.9% | +29.1% |
| 3M | +47.2% | +64.7% | -17.5% | +46.2% |
| 6M | +25.4% | +83.0% | -57.6% | +22.2% |
| YTD | -16.5% | +52.0% | -68.5% | -18.5% |
| 1Y | -42.3% | +144.5% | -186.9% | -44.9% |
| All | -28.7% | +50.6% | -79.2% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling