-24.9%
IR vs ETHA
-29.6%
+4.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +0.6% | +2.7% | -2.1% | +0.2% |
| 30D | -13.6% | +29.4% | -43.0% | -16.9% |
| 3M | +3.7% | +47.2% | -43.5% | -2.4% |
| 6M | -13.1% | +25.4% | -38.4% | -16.5% |
| YTD | -5.1% | -16.5% | +11.4% | -4.1% |
| 1Y | -6.5% | -42.3% | +35.9% | -0.5% |
| All | -24.9% | -29.6% | +4.7% | -30.3% |
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