-28.7%
ETHA vs S
-16.6%
-12.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +2.1% |
| 7D | +2.7% | -5.8% | +8.5% | +5.4% |
| 30D | +29.4% | -9.2% | +38.6% | +33.1% |
| 3M | +47.2% | +23.4% | +23.8% | +28.7% |
| 6M | +25.4% | +36.9% | -11.5% | +1.1% |
| YTD | -16.5% | +29.5% | -46.1% | -31.2% |
| 1Y | -42.3% | +5.4% | -47.8% | -46.3% |
| All | -28.7% | -16.6% | -12.0% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling