-27.0%
ETHA vs S
-15.2%
-11.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.4% |
| 7D | +3.5% | -0.7% | +4.1% | +3.7% |
| 30D | +35.3% | -11.4% | +46.7% | +41.1% |
| 3M | +50.9% | +33.8% | +17.1% | +26.7% |
| 6M | +22.1% | +39.5% | -17.4% | -2.4% |
| YTD | -14.6% | +31.7% | -46.2% | -30.1% |
| 1Y | -42.8% | +7.0% | -49.8% | -47.0% |
| All | -27.0% | -15.2% | -11.7% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling