+91.4%
GE vs ETHA
-30.1%
+121.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -1.2% | +2.9% | -4.2% | -1.5% |
| 30D | -11.3% | +31.4% | -42.7% | -14.0% |
| 3M | -1.4% | +48.9% | -50.3% | -5.9% |
| 6M | +1.2% | +20.9% | -19.7% | -1.4% |
| YTD | +5.9% | -17.2% | +23.1% | +6.9% |
| 1Y | +18.4% | -42.8% | +61.2% | +23.2% |
| All | +91.4% | -30.1% | +121.5% | +81.3% |
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