-28.7%
ETHA vs RRC
+27.8%
-56.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +2.7% | -1.2% | +3.9% | +3.1% |
| 30D | +29.4% | +9.4% | +19.9% | +25.0% |
| 3M | +47.2% | +7.4% | +39.8% | +42.3% |
| 6M | +25.4% | +1.5% | +23.9% | +23.0% |
| YTD | -16.5% | +19.4% | -35.9% | -24.2% |
| 1Y | -42.3% | +24.2% | -66.6% | -49.0% |
| All | -28.7% | +27.8% | -56.5% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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