+46.6%
RF vs ETHA
-30.2%
+76.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -4.3% | +30.9% | -35.1% | -7.4% |
| 3M | +5.9% | +51.1% | -45.3% | +0.2% |
| 6M | +14.1% | +20.5% | -6.4% | +10.7% |
| YTD | +13.8% | -17.3% | +31.0% | +15.2% |
| 1Y | +15.2% | -43.2% | +58.5% | +22.5% |
| All | +46.6% | -30.2% | +76.8% | +37.7% |
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 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