-40.9%
ETHA vs REPL
+137.3%
-178.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.8% | -3.3% |
| 7D | -10.2% | +12.7% | -23.0% | -10.3% |
| 30D | -17.0% | +73.5% | -90.4% | -17.3% |
| 3M | +9.6% | +70.3% | -60.7% | +9.1% |
| 6M | -11.3% | +472.0% | -483.3% | -13.9% |
| YTD | -30.9% | +139.5% | -170.4% | -32.8% |
| 1Y | -42.6% | +167.3% | -209.8% | -44.2% |
| All | -40.9% | +137.3% | -178.3% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling