+112.7%
W vs ETHA
-44.8%
+157.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.5% |
| 7D | +0.2% | -12.5% | +12.7% | +4.6% |
| 30D | +6.8% | -19.8% | +26.6% | +15.0% |
| 3M | +10.7% | +3.1% | +7.6% | +8.7% |
| 6M | +86.3% | -13.8% | +100.1% | +93.3% |
| YTD | +11.5% | -34.6% | +46.0% | +24.1% |
| 1Y | +5.1% | -38.7% | +43.8% | +17.7% |
| All | +112.7% | -44.8% | +157.5% | +110.9% |
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