+7.8%
LIN vs ETHA
-29.6%
+37.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -3.5% | +2.7% | -6.1% | -3.6% |
| 30D | -4.1% | +29.4% | -33.5% | -5.2% |
| 3M | -6.4% | +47.2% | -53.5% | -8.1% |
| 6M | -2.4% | +25.4% | -27.8% | -3.7% |
| YTD | +10.9% | -16.5% | +27.5% | +11.5% |
| 1Y | 0.0% | -42.3% | +42.4% | +2.5% |
| All | +7.8% | -29.6% | +37.4% | +4.1% |
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