-27.0%
ETHA vs RUN
-49.0%
+22.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.3% |
| 7D | +3.5% | -3.7% | +7.2% | +4.0% |
| 30D | +35.3% | -13.0% | +48.3% | +37.8% |
| 3M | +50.9% | -31.8% | +82.7% | +58.0% |
| 6M | +22.1% | -32.2% | +54.3% | +27.7% |
| YTD | -14.6% | -53.5% | +38.9% | -7.0% |
| 1Y | -42.8% | -46.5% | +3.7% | -38.8% |
| All | -27.0% | -49.0% | +22.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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