+11.3%
F vs ETHA
-30.1%
+41.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.8% |
| 7D | -4.9% | +2.9% | -7.8% | -5.3% |
| 30D | -2.9% | +31.4% | -34.3% | -6.9% |
| 3M | -9.1% | +48.9% | -57.9% | -14.6% |
| 6M | +12.9% | +20.9% | -7.9% | +8.9% |
| YTD | +6.1% | -17.2% | +23.2% | +7.3% |
| 1Y | +22.5% | -42.8% | +65.3% | +30.0% |
| All | +11.3% | -30.1% | +41.4% | +7.9% |
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