+129.3%
AVGO vs ETHA
-29.6%
+158.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.7% |
| 7D | -0.3% | +2.7% | -3.0% | -1.1% |
| 30D | -13.8% | +29.4% | -43.2% | -20.0% |
| 3M | -6.9% | +47.2% | -54.1% | -16.9% |
| 6M | +11.9% | +25.4% | -13.5% | +4.0% |
| YTD | +6.9% | -16.5% | +23.4% | +9.1% |
| 1Y | +7.4% | -42.3% | +49.7% | +19.6% |
| All | +129.3% | -29.6% | +158.9% | +121.6% |
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 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