-4.5%
TLT vs ETHA
-42.9%
+38.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -2.7% | -10.3% | +7.6% | -2.6% |
| 30D | +2.2% | -19.7% | +21.8% | +2.3% |
| 3M | -1.7% | +7.2% | -8.9% | -1.8% |
| 6M | -4.0% | -11.9% | +8.0% | -3.9% |
| YTD | -4.9% | -32.3% | +27.4% | -4.7% |
| 1Y | -7.4% | -41.1% | +33.8% | -7.1% |
| All | -4.5% | -42.9% | +38.4% | -4.4% |
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 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