+229.2%
NET vs ETHA
-31.4%
+260.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.9% |
| 7D | -16.4% | +2.1% | -18.5% | -16.8% |
| 30D | -25.8% | -10.7% | -15.2% | -23.9% |
| 3M | -11.5% | +29.0% | -40.5% | -16.8% |
| 6M | +18.9% | +2.7% | +16.2% | +17.0% |
| YTD | +35.2% | -18.7% | +53.9% | +38.0% |
| 1Y | +14.5% | -24.8% | +39.3% | +18.5% |
| All | +229.2% | -31.4% | +260.6% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling