-21.1%
LOW vs ETHA
-44.4%
+23.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.2% |
| 7D | -1.7% | +0.8% | -2.5% | -1.7% |
| 30D | -7.0% | +27.9% | -34.9% | -6.9% |
| 3M | -0.9% | +38.3% | -39.2% | -0.5% |
| 6M | -20.1% | +14.0% | -34.0% | -19.9% |
| YTD | -13.9% | -17.4% | +3.5% | -14.0% |
| 1Y | -21.1% | -42.7% | +21.5% | -20.6% |
| All | -21.1% | -44.4% | +23.2% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling