+47.6%
ON vs ETHA
-31.0%
+78.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -3.1% |
| 7D | -5.8% | +2.1% | -7.9% | -6.3% |
| 30D | -17.1% | -10.7% | -6.4% | -15.1% |
| 3M | -11.8% | +29.0% | -40.8% | -16.7% |
| 6M | -30.2% | +2.7% | -32.9% | -31.7% |
| YTD | +31.6% | -18.7% | +50.2% | +34.2% |
| 1Y | +47.6% | -24.8% | +72.4% | +52.0% |
| All | +47.6% | -31.0% | +78.5% | +52.0% |
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