-13.8%
LOW vs ETHA
-30.2%
+16.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.6% | -2.4% | -0.2% | -2.5% |
| 30D | -11.1% | +30.9% | -42.0% | -12.5% |
| 3M | -8.5% | +51.1% | -59.6% | -10.8% |
| 6M | -20.8% | +20.5% | -41.4% | -21.8% |
| YTD | -17.2% | -17.3% | 0.0% | -16.5% |
| 1Y | -24.7% | -43.2% | +18.5% | -22.1% |
| All | -13.8% | -30.2% | +16.4% | -14.6% |
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 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