+89.0%
W vs ETHA
-30.3%
+119.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.4% |
| 7D | -4.2% | +0.8% | -5.0% | -4.5% |
| 30D | -7.6% | +27.9% | -35.5% | -15.3% |
| 3M | +37.2% | +38.3% | -1.1% | +22.0% |
| 6M | +26.3% | +14.0% | +12.4% | +19.5% |
| YTD | -1.0% | -17.4% | +16.5% | +2.2% |
| 1Y | +20.1% | -42.7% | +62.7% | +36.7% |
| All | +89.0% | -30.3% | +119.3% | +73.7% |
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 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