+159.8%
U vs ETHA
-27.9%
+187.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +3.4% |
| 7D | +5.5% | +3.5% | +2.1% | +4.3% |
| 30D | -1.3% | +35.3% | -36.6% | -11.5% |
| 3M | +64.6% | +50.9% | +13.7% | +41.7% |
| 6M | +119.4% | +22.1% | +97.2% | +101.2% |
| YTD | -0.5% | -14.6% | +14.1% | +1.8% |
| 1Y | +1.3% | -42.8% | +44.1% | +16.9% |
| All | +159.8% | -27.9% | +187.8% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling