+25.0%
V vs ETHA
-43.8%
+68.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | -0.4% | -10.3% | +9.9% | -0.2% |
| 30D | +6.3% | -19.7% | +26.0% | +6.5% |
| 3M | +17.2% | +7.2% | +10.0% | +17.6% |
| 6M | +29.2% | -11.9% | +41.2% | +29.4% |
| YTD | +20.8% | -32.3% | +53.1% | +18.8% |
| 1Y | +25.0% | -41.1% | +66.1% | +22.1% |
| All | +25.0% | -43.8% | +68.8% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling