+16.6%
O vs ETHA
-30.2%
+46.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.5% | -2.4% | -1.1% | -3.5% |
| 30D | -3.3% | +30.9% | -34.2% | -3.6% |
| 3M | -2.8% | +51.1% | -54.0% | -3.3% |
| 6M | -5.8% | +20.5% | -26.3% | -5.9% |
| YTD | +9.4% | -17.3% | +26.6% | +9.8% |
| 1Y | +5.7% | -43.2% | +48.9% | +6.5% |
| All | +16.6% | -30.2% | +46.8% | +17.4% |
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 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