-23.7%
IR vs ETHA
-30.3%
+6.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -15.1% | +27.9% | -43.0% | -18.3% |
| 3M | +6.1% | +38.3% | -32.2% | +0.6% |
| 6M | -16.8% | +14.0% | -30.8% | -19.0% |
| YTD | -3.5% | -17.4% | +13.9% | -2.3% |
| 1Y | -3.5% | -42.7% | +39.2% | +2.8% |
| All | -23.7% | -30.3% | +6.7% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling