-29.2%
ETHA vs ZBH
-12.6%
-16.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +2.9% | -4.9% | +7.9% | +3.9% |
| 30D | +31.4% | -3.2% | +34.6% | +32.1% |
| 3M | +48.9% | +5.8% | +43.0% | +46.4% |
| 6M | +20.9% | +2.0% | +18.9% | +19.8% |
| YTD | -17.2% | +5.8% | -22.9% | -18.9% |
| 1Y | -42.8% | -7.9% | -34.8% | -41.8% |
| All | -29.2% | -12.6% | -16.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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