+41.6%
V vs ETHA
-29.6%
+71.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | -1.1% | +2.7% | -3.8% | -1.2% |
| 30D | +1.9% | +29.4% | -27.5% | +0.4% |
| 3M | +15.5% | +47.2% | -31.6% | +13.0% |
| 6M | +16.6% | +25.4% | -8.8% | +14.8% |
| YTD | +5.7% | -16.5% | +22.3% | +6.3% |
| 1Y | +8.6% | -42.3% | +50.9% | +11.6% |
| All | +41.6% | -29.6% | +71.2% | +37.8% |
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