+1.5%
TEAM vs ETHA
-30.1%
+31.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -4.7% | +2.9% | -7.6% | -5.2% |
| 30D | +17.0% | +31.4% | -14.4% | +11.3% |
| 3M | +85.9% | +48.9% | +37.0% | +72.5% |
| 6M | +116.7% | +20.9% | +95.8% | +107.6% |
| YTD | +9.6% | -17.2% | +26.8% | +11.2% |
| 1Y | -2.5% | -42.8% | +40.3% | +4.7% |
| All | +1.5% | -30.1% | +31.6% | -6.4% |
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