-1.0%
EW vs ETHA
-30.1%
+29.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -5.1% | +2.9% | -8.0% | -5.3% |
| 30D | -6.4% | +31.4% | -37.8% | -8.3% |
| 3M | -1.6% | +48.9% | -50.4% | -4.6% |
| 6M | +2.3% | +20.9% | -18.6% | +0.4% |
| YTD | +1.1% | -17.2% | +18.3% | +1.6% |
| 1Y | +8.0% | -42.8% | +50.8% | +11.5% |
| All | -1.0% | -30.1% | +29.1% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling