-18.9%
ISRG vs ETHA
-27.9%
+9.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +2.1% |
| 7D | +0.7% | +3.5% | -2.8% | +0.3% |
| 30D | -8.0% | +35.3% | -43.3% | -11.3% |
| 3M | -10.6% | +50.9% | -61.5% | -15.0% |
| 6M | -25.1% | +22.1% | -47.2% | -27.3% |
| YTD | -34.8% | -14.6% | -20.2% | -34.6% |
| 1Y | -19.0% | -42.8% | +23.8% | -15.5% |
| All | -18.9% | -27.9% | +9.1% | -22.5% |
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