+42.0%
IEFA vs ETHA
-30.2%
+72.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | -2.1% | +30.9% | -33.0% | -4.6% |
| 3M | +5.5% | +51.1% | -45.6% | +1.4% |
| 6M | +8.1% | +20.5% | -12.4% | +5.8% |
| YTD | +11.9% | -17.3% | +29.2% | +12.3% |
| 1Y | +18.1% | -43.2% | +61.3% | +21.5% |
| All | +42.0% | -30.2% | +72.2% | +38.6% |
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 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