-6.8%
AVGO vs ETHA
-31.0%
+24.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -3.5% |
| 7D | -7.5% | +2.1% | -9.6% | -8.0% |
| 30D | -10.2% | -10.7% | +0.5% | -7.7% |
| 3M | -22.0% | +29.0% | -51.0% | -27.5% |
| 6M | -21.6% | +2.7% | -24.3% | -22.8% |
| YTD | -5.4% | -18.7% | +13.2% | -2.0% |
| 1Y | -6.8% | -24.8% | +18.0% | -0.8% |
| All | -6.8% | -31.0% | +24.2% | -0.8% |
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