+63.7%
ASML vs ETHA
-42.9%
+106.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.8% |
| 7D | +10.4% | -10.3% | +20.7% | +12.6% |
| 30D | -12.7% | -19.7% | +6.9% | -8.9% |
| 3M | -17.2% | +7.2% | -24.4% | -18.6% |
| 6M | -1.3% | -11.9% | +10.6% | +0.2% |
| YTD | +40.8% | -32.3% | +73.1% | +48.1% |
| 1Y | +45.2% | -41.1% | +86.3% | +55.9% |
| All | +63.7% | -42.9% | +106.6% | +58.8% |
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 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