+460.2%
GEV vs ETHA
-30.1%
+490.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.9% |
| 7D | +3.2% | +2.9% | +0.2% | +2.6% |
| 30D | -4.0% | +31.4% | -35.4% | -9.3% |
| 3M | +3.4% | +48.9% | -45.5% | -5.0% |
| 6M | +14.7% | +20.9% | -6.2% | +9.7% |
| YTD | +45.8% | -17.2% | +62.9% | +48.1% |
| 1Y | +57.4% | -42.8% | +100.2% | +69.5% |
| All | +460.2% | -30.1% | +490.3% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling