-10.9%
GRAB vs ETHA
-30.2%
+19.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -12.0% | -2.4% | -9.6% | -11.6% |
| 30D | -19.5% | +30.9% | -50.4% | -23.2% |
| 3M | -8.0% | +51.1% | -59.1% | -14.5% |
| 6M | -22.2% | +20.5% | -42.7% | -25.3% |
| YTD | -39.7% | -17.3% | -22.4% | -39.0% |
| 1Y | -43.2% | -43.2% | 0.0% | -39.3% |
| All | -10.9% | -30.2% | +19.3% | -15.8% |
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 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