+36.5%
RSP vs ETHA
-41.0%
+77.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -0.3% | -14.0% | +13.7% | +1.0% |
| 30D | +4.4% | -17.4% | +21.8% | +6.1% |
| 3M | +1.3% | +10.6% | -9.4% | +0.1% |
| 6M | +10.0% | -11.2% | +21.2% | +10.6% |
| YTD | +17.6% | -30.1% | +47.7% | +20.0% |
| 1Y | +19.2% | -39.6% | +58.9% | +23.1% |
| All | +36.5% | -41.0% | +77.5% | +33.8% |
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