-3.1%
ON vs ETHA
-29.6%
+26.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.7% |
| 7D | -2.2% | +2.7% | -4.8% | -2.9% |
| 30D | -12.4% | +29.4% | -41.8% | -18.6% |
| 3M | -41.2% | +47.2% | -88.4% | -47.2% |
| 6M | +25.0% | +25.4% | -0.4% | +16.3% |
| YTD | +31.3% | -16.5% | +47.8% | +33.9% |
| 1Y | +45.4% | -42.3% | +87.7% | +62.4% |
| All | -3.1% | -29.6% | +26.5% | -10.7% |
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