-9.1%
T vs ETHA
-44.4%
+35.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -2.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.2% |
| 30D | +11.4% | +27.9% | -16.5% | +12.7% |
| 3M | +14.3% | +38.3% | -24.0% | +16.3% |
| 6M | -9.3% | +14.0% | -23.2% | -8.5% |
| YTD | +7.1% | -17.4% | +24.5% | +6.5% |
| 1Y | -9.1% | -42.7% | +33.6% | -11.4% |
| All | -9.1% | -44.4% | +35.3% | -11.4% |
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