+116.3%
AVGO vs ETHA
-44.8%
+161.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.4% | -3.9% |
| 7D | +18.2% | -12.5% | +30.7% | +22.2% |
| 30D | +0.2% | -19.8% | +20.0% | +6.2% |
| 3M | -16.8% | +3.1% | -19.9% | -18.1% |
| 6M | -16.5% | -13.8% | -2.7% | -14.2% |
| YTD | +0.8% | -34.6% | +35.4% | +9.6% |
| 1Y | +2.8% | -38.7% | +41.5% | +13.5% |
| All | +116.3% | -44.8% | +161.1% | +122.6% |
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