-29.2%
ETHA vs RUN
-47.5%
+18.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.1% |
| 7D | +2.9% | -1.8% | +4.7% | +3.2% |
| 30D | +31.4% | -10.8% | +42.2% | +33.3% |
| 3M | +48.9% | -30.2% | +79.0% | +55.4% |
| 6M | +20.9% | -22.3% | +43.2% | +24.0% |
| YTD | -17.2% | -52.2% | +35.0% | -10.2% |
| 1Y | -42.8% | -45.1% | +2.3% | -39.0% |
| All | -29.2% | -47.5% | +18.3% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling