+55.8%
ASML vs ETHA
-36.9%
+92.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.2% |
| 7D | -9.0% | -0.2% | -8.8% | -9.0% |
| 30D | -21.0% | -13.4% | -7.6% | -18.7% |
| 3M | -16.3% | +16.5% | -32.8% | -19.0% |
| 6M | -7.5% | -5.3% | -2.2% | -7.3% |
| YTD | +34.0% | -25.2% | +59.2% | +38.3% |
| 1Y | +39.3% | -32.9% | +72.2% | +45.9% |
| All | +55.8% | -36.9% | +92.7% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling