-27.0%
ETHA vs TROW
+1.6%
-28.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +4.4% |
| 7D | +3.5% | -3.2% | +6.6% | +6.9% |
| 30D | +35.3% | -4.6% | +39.9% | +42.2% |
| 3M | +50.9% | -0.7% | +51.5% | +51.1% |
| 6M | +22.1% | +22.2% | -0.1% | -2.6% |
| YTD | -14.6% | +6.6% | -21.2% | -21.1% |
| 1Y | -42.8% | +5.8% | -48.6% | -46.5% |
| All | -27.0% | +1.6% | -28.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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