+67.8%
ASML vs ETHA
-41.0%
+108.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.5% |
| 7D | +2.5% | -14.0% | +16.6% | +5.6% |
| 30D | -12.2% | -17.4% | +5.2% | -8.9% |
| 3M | -14.6% | +10.6% | -25.2% | -16.6% |
| 6M | -1.7% | -11.2% | +9.5% | -0.4% |
| YTD | +44.3% | -30.1% | +74.4% | +50.8% |
| 1Y | +51.0% | -39.6% | +90.6% | +61.3% |
| All | +67.8% | -41.0% | +108.8% | +61.7% |
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