+96.4%
RTX vs ETHA
-30.2%
+126.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | -11.2% | +30.9% | -42.1% | -12.0% |
| 3M | +12.0% | +51.1% | -39.1% | +10.4% |
| 6M | -3.6% | +20.5% | -24.1% | -4.3% |
| YTD | +9.2% | -17.3% | +26.5% | +9.6% |
| 1Y | +29.7% | -43.2% | +73.0% | +30.8% |
| All | +96.4% | -30.2% | +126.6% | +93.1% |
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