+31.1%
RSP vs ETHA
-30.1%
+61.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -1.8% | +2.9% | -4.7% | -2.1% |
| 30D | -2.5% | +31.4% | -33.9% | -5.0% |
| 3M | +3.0% | +48.9% | -45.9% | -0.9% |
| 6M | +8.9% | +20.9% | -12.0% | +6.5% |
| YTD | +13.0% | -17.2% | +30.1% | +13.8% |
| 1Y | +16.2% | -42.8% | +59.0% | +20.6% |
| All | +31.1% | -30.1% | +61.3% | +26.8% |
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