+24.4%
LYB vs ETHA
-44.4%
+68.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.8% |
| 7D | -0.2% | +0.8% | -1.1% | -0.3% |
| 30D | +8.7% | +27.9% | -19.2% | +7.5% |
| 3M | -3.0% | +38.3% | -41.3% | -4.5% |
| 6M | +4.7% | +14.0% | -9.2% | +3.5% |
| YTD | +51.6% | -17.4% | +69.0% | +58.1% |
| 1Y | +24.4% | -42.7% | +67.0% | +40.4% |
| All | +24.4% | -44.4% | +68.7% | +40.4% |
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