-23.1%
ISRG vs ETHA
-29.6%
+6.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.6% |
| 7D | -5.2% | +2.7% | -7.9% | -5.5% |
| 30D | -7.6% | +29.4% | -36.9% | -10.4% |
| 3M | -16.4% | +47.2% | -63.5% | -20.3% |
| 6M | -28.6% | +25.4% | -53.9% | -30.8% |
| YTD | -38.2% | -16.5% | -21.6% | -37.8% |
| 1Y | -25.5% | -42.3% | +16.8% | -22.4% |
| All | -23.1% | -29.6% | +6.5% | -26.3% |
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