+125.5%
EWT vs ETHA
-27.9%
+153.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.3% |
| 7D | -1.1% | +3.5% | -4.6% | -1.7% |
| 30D | +4.5% | +35.3% | -30.9% | -0.8% |
| 3M | +8.3% | +50.9% | -42.6% | +0.8% |
| 6M | +54.2% | +22.1% | +32.1% | +48.3% |
| YTD | +74.6% | -14.6% | +89.2% | +75.1% |
| 1Y | +84.9% | -42.8% | +127.7% | +94.8% |
| All | +125.5% | -27.9% | +153.4% | +119.0% |
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