+1.6%
F vs ETHA
-41.7%
+43.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -1.5% |
| 7D | -0.2% | -10.2% | +10.0% | +1.2% |
| 30D | +0.9% | -17.0% | +17.9% | +3.4% |
| 3M | -11.3% | +9.6% | -20.9% | -13.0% |
| 6M | +2.0% | -11.3% | +13.4% | +2.8% |
| YTD | -3.2% | -30.9% | +27.8% | +0.2% |
| 1Y | -3.5% | -42.6% | +39.1% | +2.3% |
| All | +1.6% | -41.7% | +43.3% | +0.7% |
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 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