-14.7%
IR vs ETHA
-42.9%
+28.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.7% |
| 7D | +4.3% | -10.3% | +14.6% | +5.8% |
| 30D | +8.1% | -19.7% | +27.7% | +11.3% |
| 3M | +0.7% | +7.2% | -6.5% | -0.9% |
| 6M | +16.6% | -11.9% | +28.6% | +17.7% |
| YTD | +7.8% | -32.3% | +40.1% | +11.9% |
| 1Y | +9.9% | -41.1% | +51.1% | +16.2% |
| All | -14.7% | -42.9% | +28.2% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling