-29.3%
ETHA vs RUN
-48.5%
+19.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -2.4% | -3.4% | +0.9% | -2.0% |
| 30D | +30.9% | -14.0% | +44.8% | +33.5% |
| 3M | +51.1% | -27.5% | +78.6% | +56.8% |
| 6M | +20.5% | -29.0% | +49.5% | +25.2% |
| YTD | -17.3% | -53.1% | +35.8% | -10.0% |
| 1Y | -43.2% | -46.7% | +3.5% | -39.2% |
| All | -29.3% | -48.5% | +19.3% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling