+90.3%
W vs ETHA
-30.1%
+120.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +5.9% | +2.9% | +3.0% | +4.8% |
| 30D | -3.0% | +31.4% | -34.4% | -11.9% |
| 3M | +40.3% | +48.9% | -8.5% | +22.1% |
| 6M | +32.2% | +20.9% | +11.3% | +22.9% |
| YTD | -0.3% | -17.2% | +16.9% | +2.8% |
| 1Y | +16.2% | -42.8% | +58.9% | +32.3% |
| All | +90.3% | -30.1% | +120.4% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling