+38.5%
MAR vs ETHA
-29.6%
+68.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -1.7% | +2.7% | -4.4% | -2.0% |
| 30D | -6.9% | +29.4% | -36.3% | -9.5% |
| 3M | -15.8% | +47.2% | -63.0% | -19.4% |
| 6M | +1.9% | +25.4% | -23.4% | -0.9% |
| YTD | +6.6% | -16.5% | +23.2% | +7.5% |
| 1Y | +23.7% | -42.3% | +66.0% | +29.8% |
| All | +38.5% | -29.6% | +68.1% | +29.4% |
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 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