-44.1%
ETHA vs RVTY
+38.3%
-82.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -2.7% |
| 7D | -12.5% | -0.5% | -12.1% | -12.4% |
| 30D | -19.8% | +1.5% | -21.3% | -20.5% |
| 3M | +3.1% | +31.5% | -28.3% | -9.1% |
| 6M | -13.8% | +62.7% | -76.5% | -31.7% |
| YTD | -34.6% | +60.0% | -94.6% | -48.0% |
| 1Y | -38.7% | +65.7% | -104.4% | -52.1% |
| All | -44.1% | +38.3% | -82.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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