-29.2%
ETHA vs WY
-20.2%
-9.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.9% | -1.7% | +4.6% | +3.6% |
| 30D | +31.4% | -9.9% | +41.3% | +36.7% |
| 3M | +48.9% | -7.5% | +56.4% | +52.5% |
| 6M | +20.9% | -5.1% | +26.0% | +21.6% |
| YTD | -17.2% | -2.1% | -15.1% | -18.8% |
| 1Y | -42.8% | -7.3% | -35.4% | -41.9% |
| All | -29.2% | -20.2% | -9.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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