-32.3%
GRAB vs ETHA
-44.4%
+12.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -5.3% | +0.8% | -6.1% | -5.5% |
| 30D | -8.6% | +27.9% | -36.5% | -12.8% |
| 3M | -1.2% | +38.3% | -39.5% | -7.5% |
| 6M | -16.6% | +14.0% | -30.6% | -19.5% |
| YTD | -31.5% | -17.4% | -14.0% | -30.2% |
| 1Y | -32.3% | -42.7% | +10.4% | -22.8% |
| All | -32.3% | -44.4% | +12.1% | -22.8% |
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