-27.0%
ETHA vs RMD
+7.4%
-34.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | +3.5% | -4.4% | +7.9% | +4.7% |
| 30D | +35.3% | -3.1% | +38.5% | +36.4% |
| 3M | +50.9% | +13.8% | +37.1% | +45.3% |
| 6M | +22.1% | -8.6% | +30.7% | +25.6% |
| YTD | -14.6% | -8.6% | -5.9% | -11.8% |
| 1Y | -42.8% | -19.7% | -23.1% | -38.8% |
| All | -27.0% | +7.4% | -34.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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