+32.9%
LLY vs ETHA
-30.3%
+63.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | -2.1% | +0.8% | -3.0% | -2.2% |
| 30D | -1.6% | +27.9% | -29.5% | -2.7% |
| 3M | +2.3% | +38.3% | -36.0% | +0.7% |
| 6M | +14.9% | +14.0% | +0.9% | +14.0% |
| YTD | +7.5% | -17.4% | +24.9% | +7.5% |
| 1Y | +55.7% | -42.7% | +98.3% | +58.0% |
| All | +32.9% | -30.3% | +63.2% | +36.2% |
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