-29.3%
ETHA vs Z
-38.9%
+9.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.1% |
| 7D | -2.4% | -11.6% | +9.2% | +2.7% |
| 30D | +30.9% | -8.5% | +39.4% | +35.2% |
| 3M | +51.1% | -7.9% | +59.0% | +54.0% |
| 6M | +20.5% | -29.1% | +49.6% | +37.4% |
| YTD | -17.3% | -54.2% | +36.9% | +16.4% |
| 1Y | -43.2% | -63.5% | +20.3% | -10.1% |
| All | -29.3% | -38.9% | +9.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling