+31.3%
RSP vs ETHA
-27.9%
+59.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | -1.9% | +3.5% | -5.3% | -2.2% |
| 30D | -2.8% | +35.3% | -38.1% | -5.5% |
| 3M | +2.8% | +50.9% | -48.0% | -1.1% |
| 6M | +10.2% | +22.1% | -11.9% | +7.7% |
| YTD | +13.1% | -14.6% | +27.7% | +13.6% |
| 1Y | +14.8% | -42.8% | +57.6% | +19.1% |
| All | +31.3% | -27.9% | +59.2% | +26.5% |
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