+153.9%
TER vs ETHA
-30.1%
+184.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.3% |
| 7D | +12.4% | +2.9% | +9.4% | +11.3% |
| 30D | +5.1% | +31.4% | -26.3% | -3.2% |
| 3M | +4.0% | +48.9% | -44.9% | -8.1% |
| 6M | +29.5% | +20.9% | +8.6% | +21.8% |
| YTD | +98.5% | -17.2% | +115.6% | +103.0% |
| 1Y | +234.1% | -42.8% | +276.9% | +268.3% |
| All | +153.9% | -30.1% | +184.0% | +146.9% |
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