-29.2%
ETHA vs REPL
+47.3%
-76.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.7% |
| 7D | +2.9% | -9.6% | +12.5% | +3.0% |
| 30D | +31.4% | +5.7% | +25.7% | +31.3% |
| 3M | +48.9% | +56.4% | -7.5% | +48.0% |
| 6M | +20.9% | +67.4% | -46.6% | +18.0% |
| YTD | -17.2% | +48.7% | -65.8% | -19.1% |
| 1Y | -42.8% | +148.3% | -191.1% | -45.3% |
| All | -29.2% | +47.3% | -76.5% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling