-27.1%
IR vs ETHA
-27.9%
+0.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.7% |
| 7D | -4.5% | +3.5% | -7.9% | -5.0% |
| 30D | -13.9% | +35.3% | -49.2% | -17.8% |
| 3M | -0.3% | +50.9% | -51.2% | -6.6% |
| 6M | -14.3% | +22.1% | -36.4% | -17.4% |
| YTD | -7.9% | -14.6% | +6.7% | -7.2% |
| 1Y | -9.9% | -42.8% | +32.9% | -3.9% |
| All | -27.1% | -27.9% | +0.8% | -32.5% |
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