-15.0%
IR vs ETHA
-41.0%
+26.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +1.1% | -14.0% | +15.1% | +3.1% |
| 30D | +7.6% | -17.4% | +24.9% | +10.3% |
| 3M | +0.1% | +10.6% | -10.5% | -1.9% |
| 6M | +14.0% | -11.2% | +25.2% | +14.9% |
| YTD | +7.5% | -30.1% | +37.5% | +11.1% |
| 1Y | +10.1% | -39.6% | +49.8% | +16.1% |
| All | -15.0% | -41.0% | +26.1% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling