+146.2%
TER vs ETHA
-29.6%
+175.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.9% |
| 7D | +11.0% | +2.7% | +8.3% | +10.0% |
| 30D | -1.9% | +29.4% | -31.2% | -9.2% |
| 3M | -0.7% | +47.2% | -47.8% | -11.8% |
| 6M | +36.4% | +25.4% | +11.0% | +27.0% |
| YTD | +92.4% | -16.5% | +109.0% | +96.5% |
| 1Y | +213.5% | -42.3% | +255.9% | +244.9% |
| All | +146.2% | -29.6% | +175.8% | +139.0% |
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