+85.2%
W vs ETHA
-30.2%
+115.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +0.5% | -2.4% | +2.9% | +1.3% |
| 30D | -5.6% | +30.9% | -36.5% | -14.1% |
| 3M | +41.9% | +51.1% | -9.2% | +22.8% |
| 6M | +30.2% | +20.5% | +9.7% | +21.1% |
| YTD | -2.9% | -17.3% | +14.3% | +0.1% |
| 1Y | +11.6% | -43.2% | +54.8% | +27.5% |
| All | +85.2% | -30.2% | +115.4% | +70.1% |
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 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