-29.2%
ETHA vs Z
-37.2%
+8.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +2.9% | -7.1% | +10.0% | +6.1% |
| 30D | +31.4% | -4.8% | +36.2% | +33.4% |
| 3M | +48.9% | -9.3% | +58.2% | +53.0% |
| 6M | +20.9% | -29.0% | +49.9% | +38.0% |
| YTD | -17.2% | -52.9% | +35.7% | +15.1% |
| 1Y | -42.8% | -63.1% | +20.4% | -9.7% |
| All | -29.2% | -37.2% | +8.0% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling