-13.8%
ETHA vs Z
-23.8%
+10.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.9% |
| 7D | -12.5% | +0.8% | -13.4% | -12.7% |
| 30D | -19.8% | +5.2% | -25.0% | -20.3% |
| 3M | +3.1% | -17.0% | +20.2% | +6.8% |
| 6M | -13.8% | -22.7% | +8.9% | -12.7% |
| All | -13.8% | -23.8% | +10.0% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling