-9.7%
PYPL vs ETHA
-30.2%
+20.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.9% | -2.4% | -3.5% | -5.5% |
| 30D | -9.4% | +30.9% | -40.3% | -13.8% |
| 3M | +31.3% | +51.1% | -19.8% | +21.5% |
| 6M | +19.1% | +20.5% | -1.4% | +14.2% |
| YTD | -7.9% | -17.3% | +9.4% | -6.4% |
| 1Y | -17.9% | -43.2% | +25.4% | -11.4% |
| All | -9.7% | -30.2% | +20.5% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling