-43.2%
ETHA vs S
+10.1%
-53.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +30.9% | -11.8% | +42.7% | +34.8% |
| 3M | +51.1% | +33.9% | +17.2% | +32.7% |
| 6M | +20.5% | +40.1% | -19.6% | +1.7% |
| YTD | -17.3% | +32.1% | -49.3% | -28.3% |
| 1Y | -43.2% | +11.0% | -54.3% | -44.8% |
| All | -43.2% | +10.1% | -53.3% | -44.8% |
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