+0.4%
PYPL vs ETHA
-44.8%
+45.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.3% |
| 7D | +0.1% | -12.5% | +12.6% | +2.5% |
| 30D | +5.7% | -19.8% | +25.5% | +9.8% |
| 3M | -1.9% | +3.1% | -5.0% | -2.9% |
| 6M | +31.8% | -13.8% | +45.6% | +34.1% |
| YTD | +2.4% | -34.6% | +37.0% | +8.2% |
| 1Y | -8.2% | -38.7% | +30.5% | -2.5% |
| All | +0.4% | -44.8% | +45.2% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling