+3.7%
F vs ETHA
-31.0%
+34.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.3% |
| 7D | +6.0% | +2.1% | +3.9% | +5.7% |
| 30D | +4.3% | -10.7% | +15.0% | +5.5% |
| 3M | -10.1% | +29.0% | -39.0% | -13.2% |
| 6M | +12.8% | +2.7% | +10.1% | +11.4% |
| YTD | -0.1% | -18.7% | +18.6% | +0.6% |
| 1Y | +3.7% | -24.8% | +28.5% | +4.7% |
| All | +3.7% | -31.0% | +34.7% | +4.7% |
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