-28.7%
ETHA vs RVTY
+13.8%
-42.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | +29.4% | +10.8% | +18.5% | +23.6% |
| 3M | +47.2% | +26.8% | +20.4% | +31.1% |
| 6M | +25.4% | +39.3% | -13.9% | +5.9% |
| YTD | -16.5% | +31.6% | -48.2% | -27.3% |
| 1Y | -42.3% | +47.7% | -90.0% | -52.1% |
| All | -28.7% | +13.8% | -42.4% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling