+27.5%
F vs ETHA
-43.0%
+70.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.4% |
| 7D | +1.2% | +2.7% | -1.5% | +0.8% |
| 30D | +1.2% | +29.4% | -28.1% | -2.3% |
| 3M | -5.7% | +47.2% | -52.8% | -10.6% |
| 6M | +17.9% | +25.4% | -7.4% | +13.8% |
| YTD | +10.4% | -16.5% | +26.9% | +11.6% |
| All | +27.5% | -43.0% | +70.5% | +36.2% |
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