+2.9%
EXC vs ETHA
-42.6%
+45.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -0.5% |
| 7D | -1.1% | +3.5% | -4.6% | -1.1% |
| 30D | -3.6% | +35.3% | -39.0% | -3.3% |
| 3M | -4.3% | +50.9% | -55.1% | -3.8% |
| 6M | -9.9% | +22.1% | -32.1% | -9.5% |
| YTD | +1.8% | -14.6% | +16.3% | +2.6% |
| 1Y | +2.9% | -42.8% | +45.7% | +3.3% |
| All | +2.9% | -42.6% | +45.4% | +3.3% |
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