+47.5%
ASML vs ETHA
-43.4%
+90.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.6% |
| 7D | +4.9% | -12.5% | +17.5% | +7.8% |
| 30D | -9.3% | -19.8% | +10.5% | -4.9% |
| 3M | -19.0% | +3.1% | -22.1% | -19.7% |
| 6M | -5.2% | -13.8% | +8.6% | -3.1% |
| YTD | +40.6% | -34.6% | +75.2% | +48.0% |
| 1Y | +47.5% | -38.7% | +86.2% | +55.8% |
| All | +47.5% | -43.4% | +90.9% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling