-29.4%
ETHA vs S
-14.7%
-14.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +0.8% | -7.7% | +8.5% | +4.4% |
| 30D | +27.9% | -5.3% | +33.2% | +29.1% |
| 3M | +38.3% | +20.3% | +18.0% | +22.9% |
| 6M | +14.0% | +47.4% | -33.4% | -11.9% |
| YTD | -17.4% | +32.5% | -50.0% | -32.6% |
| 1Y | -42.7% | +9.5% | -52.2% | -47.6% |
| All | -29.4% | -14.7% | -14.7% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling