-29.3%
ETHA vs RRC
+27.8%
-57.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.4% | -1.2% | -1.3% | -2.0% |
| 30D | +30.9% | +3.0% | +27.9% | +29.5% |
| 3M | +51.1% | +7.3% | +43.9% | +46.2% |
| 6M | +20.5% | +3.6% | +17.0% | +17.1% |
| YTD | -17.3% | +19.4% | -36.6% | -24.8% |
| 1Y | -43.2% | +21.4% | -64.7% | -49.2% |
| All | -29.3% | +27.8% | -57.0% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling