+44.1%
V vs ETHA
-30.3%
+74.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.8% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | +2.0% | +27.9% | -25.9% | +0.6% |
| 3M | +17.4% | +38.3% | -21.0% | +15.1% |
| 6M | +17.5% | +14.0% | +3.5% | +16.3% |
| YTD | +7.6% | -17.4% | +25.0% | +8.2% |
| 1Y | +7.7% | -42.7% | +50.4% | +10.8% |
| All | +44.1% | -30.3% | +74.4% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling