-54.4%
ADBE vs ETHA
-30.2%
-24.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -12.9% | -2.4% | -10.5% | -12.7% |
| 30D | -5.6% | +30.9% | -36.5% | -7.9% |
| 3M | +6.6% | +51.1% | -44.5% | +2.5% |
| 6M | -9.6% | +20.5% | -30.1% | -11.5% |
| YTD | -28.9% | -17.3% | -11.6% | -28.5% |
| 1Y | -28.9% | -43.2% | +14.3% | -26.0% |
| All | -54.4% | -30.2% | -24.2% | -56.0% |
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 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