+51.4%
EWZ vs ETHA
-30.3%
+81.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | +6.5% | +0.8% | +5.7% | +6.4% |
| 30D | +4.8% | +27.9% | -23.1% | +2.0% |
| 3M | +9.9% | +38.3% | -28.4% | +5.8% |
| 6M | +1.9% | +14.0% | -12.0% | 0.0% |
| YTD | +20.3% | -17.4% | +37.7% | +20.8% |
| 1Y | +35.6% | -42.7% | +78.3% | +39.9% |
| All | +51.4% | -30.3% | +81.8% | +46.8% |
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