+16.8%
RF vs ETHA
-43.8%
+60.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.3% |
| 7D | +0.4% | -10.3% | +10.7% | +0.7% |
| 30D | +5.6% | -19.7% | +25.2% | +6.3% |
| 3M | -8.9% | +7.2% | -16.1% | -9.0% |
| 6M | +7.1% | -11.9% | +19.0% | +8.4% |
| YTD | +8.3% | -32.3% | +40.6% | +9.3% |
| 1Y | +16.8% | -41.1% | +58.0% | +18.7% |
| All | +16.8% | -43.8% | +60.6% | +18.7% |
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 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