+35.0%
T vs ETHA
-44.8%
+79.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.1% |
| 7D | +2.5% | -12.5% | +15.1% | +2.0% |
| 30D | -3.8% | -19.8% | +16.0% | -4.6% |
| 3M | -8.7% | +3.1% | -11.9% | -8.5% |
| 6M | -8.1% | -13.8% | +5.7% | -8.5% |
| YTD | -6.4% | -34.6% | +28.1% | -7.4% |
| 1Y | -9.8% | -38.7% | +29.0% | -10.8% |
| All | +35.0% | -44.8% | +79.9% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling