-8.8%
IR vs ETHA
-43.9%
+35.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.1% | -2.4% | -0.6% | -2.9% |
| 30D | -14.0% | +30.9% | -44.9% | -15.9% |
| 3M | +3.7% | +51.1% | -47.4% | +0.1% |
| 6M | -15.4% | +20.5% | -35.9% | -16.9% |
| YTD | -7.7% | -17.3% | +9.6% | -7.9% |
| 1Y | -8.8% | -43.2% | +34.4% | -5.5% |
| All | -8.8% | -43.9% | +35.1% | -5.5% |
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 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