+49.1%
AAPL vs ETHA
-27.9%
+77.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.3% |
| 7D | +3.8% | +3.5% | +0.4% | +3.4% |
| 30D | +9.9% | +35.3% | -25.4% | +5.7% |
| 3M | +12.5% | +50.9% | -38.4% | +6.5% |
| 6M | +27.6% | +22.1% | +5.5% | +23.6% |
| YTD | +22.6% | -14.6% | +37.1% | +23.3% |
| 1Y | +45.0% | -42.8% | +87.8% | +53.4% |
| All | +49.1% | -27.9% | +77.0% | +39.0% |
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 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