+201.7%
EWY vs ETHA
-27.9%
+229.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +2.5% |
| 7D | -0.1% | +3.5% | -3.5% | -0.8% |
| 30D | +7.3% | +35.3% | -28.0% | +0.2% |
| 3M | -5.1% | +50.9% | -56.0% | -13.5% |
| 6M | +42.1% | +22.1% | +19.9% | +35.6% |
| YTD | +94.1% | -14.6% | +108.7% | +94.1% |
| 1Y | +147.8% | -42.8% | +190.6% | +160.4% |
| All | +201.7% | -27.9% | +229.6% | +196.7% |
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