-29.4%
ETHA vs Z
-32.4%
+2.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.7% |
| 7D | +0.8% | -3.0% | +3.8% | +2.1% |
| 30D | +27.9% | -4.2% | +32.1% | +29.6% |
| 3M | +38.3% | -3.7% | +42.0% | +38.9% |
| 6M | +14.0% | -24.5% | +38.5% | +27.0% |
| YTD | -17.4% | -49.3% | +31.9% | +11.4% |
| 1Y | -42.7% | -58.7% | +16.0% | -14.2% |
| All | -29.4% | -32.4% | +2.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling