-24.8%
ETHA vs TEVA
+106.6%
-131.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.9% | +5.7% |
| 7D | +2.1% | +4.7% | -2.6% | +1.1% |
| 30D | -10.7% | +5.5% | -16.2% | -11.8% |
| 3M | +29.0% | +21.6% | +7.4% | +23.1% |
| 6M | +2.7% | +18.4% | -15.7% | -1.1% |
| YTD | -18.7% | +34.1% | -52.7% | -26.3% |
| 1Y | -24.8% | +104.5% | -129.4% | -45.8% |
| All | -24.8% | +106.6% | -131.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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