+38.2%
EXC vs ETHA
-41.0%
+79.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.2% |
| 7D | -1.4% | -14.0% | +12.7% | -1.6% |
| 30D | +8.3% | -17.4% | +25.7% | +8.0% |
| 3M | +2.6% | +10.6% | -8.0% | +2.8% |
| 6M | +5.2% | -11.2% | +16.4% | +5.3% |
| YTD | +7.5% | -30.1% | +37.6% | +7.5% |
| 1Y | +3.2% | -39.6% | +42.8% | +2.9% |
| All | +38.2% | -41.0% | +79.2% | +40.1% |
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 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