+121.5%
EWT vs ETHA
-30.2%
+151.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | +4.8% | +30.9% | -26.1% | 0.0% |
| 3M | +11.1% | +51.1% | -40.0% | +3.4% |
| 6M | +54.6% | +20.5% | +34.1% | +49.0% |
| YTD | +71.4% | -17.3% | +88.7% | +72.8% |
| 1Y | +82.1% | -43.2% | +125.3% | +92.1% |
| All | +121.5% | -30.2% | +151.7% | +116.1% |
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