+30.6%
ETN vs ETHA
-30.2%
+60.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | -10.9% | +30.9% | -41.8% | -15.5% |
| 3M | +9.2% | +51.1% | -41.9% | +0.6% |
| 6M | +13.9% | +20.5% | -6.6% | +9.0% |
| YTD | +29.5% | -17.3% | +46.8% | +31.3% |
| 1Y | +14.2% | -43.2% | +57.4% | +23.0% |
| All | +30.6% | -30.2% | +60.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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