+90.0%
W vs ETHA
-29.6%
+119.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | +6.5% | +2.7% | +3.8% | +5.5% |
| 30D | -6.2% | +29.4% | -35.6% | -14.4% |
| 3M | +48.9% | +47.2% | +1.7% | +30.0% |
| 6M | +31.2% | +25.4% | +5.8% | +20.5% |
| YTD | -0.4% | -16.5% | +16.1% | +2.4% |
| 1Y | +14.8% | -42.3% | +57.2% | +30.5% |
| All | +90.0% | -29.6% | +119.6% | +74.0% |
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