+22.7%
XRT vs ETHA
-44.8%
+67.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.8% |
| 7D | +1.7% | -12.5% | +14.3% | +3.3% |
| 30D | +7.5% | -19.8% | +27.3% | +10.3% |
| 3M | +2.2% | +3.1% | -0.9% | +1.3% |
| 6M | +14.7% | -13.8% | +28.4% | +15.9% |
| YTD | +7.5% | -34.6% | +42.1% | +11.5% |
| 1Y | +14.1% | -38.7% | +52.8% | +19.0% |
| All | +22.7% | -44.8% | +67.5% | +20.5% |
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