+62.8%
V vs ETHA
-41.7%
+104.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | +0.8% | -10.2% | +11.0% | +1.4% |
| 30D | +9.9% | -17.0% | +26.9% | +11.0% |
| 3M | +17.5% | +9.6% | +7.9% | +16.8% |
| 6M | +33.5% | -11.3% | +44.8% | +34.0% |
| YTD | +21.6% | -30.9% | +52.5% | +23.3% |
| 1Y | +27.6% | -42.6% | +70.1% | +30.9% |
| All | +62.8% | -41.7% | +104.5% | +60.0% |
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