+4.6%
EXC vs ETHA
-43.4%
+48.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.3% |
| 7D | +1.4% | -12.5% | +13.9% | +1.1% |
| 30D | +8.6% | -19.8% | +28.4% | +8.2% |
| 3M | +2.4% | +3.1% | -0.7% | +2.4% |
| 6M | +6.5% | -13.8% | +20.2% | +6.9% |
| YTD | +9.0% | -34.6% | +43.6% | +10.3% |
| 1Y | +4.6% | -38.7% | +43.3% | +6.1% |
| All | +4.6% | -43.4% | +48.0% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling