+54.4%
EWZ vs ETHA
-29.6%
+84.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +5.6% | +2.7% | +2.9% | +5.3% |
| 30D | +9.3% | +29.4% | -20.1% | +6.1% |
| 3M | +15.7% | +47.2% | -31.5% | +10.7% |
| 6M | +7.4% | +25.4% | -17.9% | +4.4% |
| YTD | +22.7% | -16.5% | +39.2% | +23.1% |
| 1Y | +36.4% | -42.3% | +78.7% | +40.6% |
| All | +54.4% | -29.6% | +84.0% | +49.5% |
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