-27.0%
ETHA vs TEVA
+117.5%
-144.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.8% |
| 7D | +3.5% | +2.0% | +1.4% | +3.0% |
| 30D | +35.3% | +1.0% | +34.4% | +34.9% |
| 3M | +50.9% | +7.3% | +43.5% | +48.2% |
| 6M | +22.1% | +21.7% | +0.4% | +15.9% |
| YTD | -14.6% | +18.8% | -33.4% | -18.7% |
| 1Y | -42.8% | +86.5% | -129.3% | -50.9% |
| All | -27.0% | +117.5% | -144.5% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling