-42.7%
ETHA vs S
+10.1%
-52.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +0.8% | -7.7% | +8.5% | +3.1% |
| 30D | +27.9% | -5.3% | +33.2% | +28.5% |
| 3M | +38.3% | +20.3% | +18.0% | +26.6% |
| 6M | +14.0% | +47.4% | -33.4% | -6.3% |
| YTD | -17.4% | +32.5% | -50.0% | -28.5% |
| 1Y | -42.7% | +9.5% | -52.2% | -44.3% |
| All | -42.7% | +10.1% | -52.8% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling