+87.3%
ASML vs ETHA
-30.3%
+117.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.7% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +2.2% | +27.9% | -25.7% | -2.9% |
| 3M | -2.3% | +38.3% | -40.6% | -8.8% |
| 6M | +23.0% | +14.0% | +9.0% | +18.7% |
| YTD | +61.1% | -17.4% | +78.5% | +63.1% |
| 1Y | +129.1% | -42.7% | +171.8% | +145.3% |
| All | +87.3% | -30.3% | +117.6% | +74.9% |
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