-29.2%
ETHA vs STZ
-47.5%
+18.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +2.9% | -6.0% | +9.0% | +3.7% |
| 30D | +31.4% | -8.9% | +40.3% | +32.8% |
| 3M | +48.9% | -12.6% | +61.4% | +51.1% |
| 6M | +20.9% | -17.2% | +38.1% | +23.5% |
| YTD | -17.2% | -10.0% | -7.1% | -19.5% |
| 1Y | -42.8% | -14.3% | -28.5% | -43.5% |
| All | -29.2% | -47.5% | +18.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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