-53.3%
ADBE vs ETHA
-30.1%
-23.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -8.9% | +2.9% | -11.8% | -9.1% |
| 30D | -6.6% | +31.4% | -38.0% | -8.9% |
| 3M | +7.1% | +48.9% | -41.7% | +3.1% |
| 6M | -9.8% | +20.9% | -30.6% | -11.7% |
| YTD | -27.2% | -17.2% | -10.0% | -26.8% |
| 1Y | -28.0% | -42.8% | +14.8% | -25.1% |
| All | -53.3% | -30.1% | -23.2% | -55.0% |
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 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