+23.1%
EW vs ETHA
-44.8%
+67.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.5% |
| 7D | +4.9% | -12.5% | +17.4% | +5.8% |
| 30D | +23.9% | -19.8% | +43.7% | +25.7% |
| 3M | +15.8% | +3.1% | +12.6% | +15.1% |
| 6M | +31.7% | -13.8% | +45.4% | +32.3% |
| YTD | +25.7% | -34.6% | +60.3% | +28.2% |
| 1Y | +24.4% | -38.7% | +63.1% | +27.3% |
| All | +23.1% | -44.8% | +67.9% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling