-29.3%
ETHA vs RSG
+10.7%
-40.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | -2.4% | -1.8% | -0.6% | -2.6% |
| 30D | +30.9% | +2.8% | +28.1% | +31.3% |
| 3M | +51.1% | +4.3% | +46.8% | +52.0% |
| 6M | +20.5% | -0.5% | +21.0% | +22.2% |
| YTD | -17.3% | +5.2% | -22.5% | -16.7% |
| 1Y | -43.2% | -2.1% | -41.1% | -42.0% |
| All | -29.3% | +10.7% | -40.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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