+126.7%
AVGO vs ETHA
-30.1%
+156.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.8% | +2.9% | -3.7% | -1.6% |
| 30D | -13.7% | +31.4% | -45.1% | -20.3% |
| 3M | -6.9% | +48.9% | -55.8% | -17.2% |
| 6M | +5.8% | +20.9% | -15.1% | -0.8% |
| YTD | +5.7% | -17.2% | +22.8% | +8.1% |
| 1Y | +9.0% | -42.8% | +51.8% | +21.7% |
| All | +126.7% | -30.1% | +156.8% | +119.5% |
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