-29.2%
ETHA vs S
-16.6%
-12.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +2.9% | -1.2% | +4.2% | +3.5% |
| 30D | +31.4% | -12.6% | +44.0% | +37.8% |
| 3M | +48.9% | +27.6% | +21.3% | +28.0% |
| 6M | +20.9% | +35.5% | -14.6% | -2.0% |
| YTD | -17.2% | +29.6% | -46.8% | -31.7% |
| 1Y | -42.8% | +8.1% | -50.9% | -47.5% |
| All | -29.2% | -16.6% | -12.6% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling