-1.1%
ISRG vs ETHA
-41.7%
+40.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | +2.1% | -10.2% | +12.3% | +3.4% |
| 30D | +6.2% | -17.0% | +23.1% | +8.4% |
| 3M | +14.4% | +9.6% | +4.8% | +12.8% |
| 6M | 0.0% | -11.3% | +11.3% | +0.7% |
| YTD | -20.5% | -30.9% | +10.4% | -18.5% |
| 1Y | -21.9% | -42.6% | +20.7% | -18.4% |
| All | -1.1% | -41.7% | +40.6% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling