-27.0%
ETHA vs RNG
+113.9%
-140.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +3.5% | -6.1% | +9.5% | +4.9% |
| 30D | +35.3% | +9.6% | +25.7% | +32.3% |
| 3M | +50.9% | +83.3% | -32.5% | +28.4% |
| 6M | +22.1% | +77.9% | -55.8% | +3.3% |
| YTD | -14.6% | +139.9% | -154.5% | -36.4% |
| 1Y | -42.8% | +121.7% | -164.4% | -56.1% |
| All | -27.0% | +113.9% | -140.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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