+97.9%
EWT vs ETHA
-44.4%
+142.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.4% |
| 7D | +4.0% | +0.8% | +3.2% | +3.7% |
| 30D | +10.3% | +27.9% | -17.6% | +4.6% |
| 3M | +6.1% | +38.3% | -32.2% | -1.2% |
| 6M | +56.6% | +14.0% | +42.7% | +51.0% |
| YTD | +76.6% | -17.4% | +94.0% | +77.1% |
| 1Y | +97.9% | -42.7% | +140.5% | +111.6% |
| All | +97.9% | -44.4% | +142.2% | +111.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling