+2.9%
F vs ETHA
-36.9%
+39.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +1.6% | -0.2% | +1.7% | +1.5% |
| 30D | +2.6% | -13.4% | +16.0% | +4.6% |
| 3M | -8.8% | +16.5% | -25.3% | -11.3% |
| 6M | +4.6% | -5.3% | +10.0% | +4.5% |
| YTD | -1.9% | -25.2% | +23.3% | +0.4% |
| 1Y | -0.8% | -32.9% | +32.1% | +2.8% |
| All | +2.9% | -36.9% | +39.8% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling