+31.5%
EXC vs ETHA
-30.2%
+61.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | -2.4% | +0.8% | -1.7% |
| 30D | -2.4% | +30.9% | -33.3% | -2.0% |
| 3M | -4.0% | +51.1% | -55.1% | -3.4% |
| 6M | -9.8% | +20.5% | -30.3% | -9.4% |
| YTD | +2.3% | -17.3% | +19.6% | +2.5% |
| 1Y | +3.8% | -43.2% | +47.1% | +3.5% |
| All | +31.5% | -30.2% | +61.7% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling