+52.3%
GM vs ETHA
-44.4%
+96.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | -1.6% | +27.9% | -29.5% | -5.3% |
| 3M | +5.7% | +38.3% | -32.6% | +0.3% |
| 6M | +12.2% | +14.0% | -1.8% | +9.1% |
| YTD | +8.4% | -17.4% | +25.8% | +8.6% |
| 1Y | +52.3% | -42.7% | +95.0% | +54.6% |
| All | +52.3% | -44.4% | +96.7% | +54.6% |
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