+34.6%
AXP vs ETHA
-39.8%
+74.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.7% |
| 7D | -1.1% | -5.3% | +4.2% | -0.4% |
| 30D | +5.2% | -14.2% | +19.4% | +7.4% |
| 3M | -4.6% | +10.7% | -15.3% | -6.5% |
| 6M | +3.2% | -8.4% | +11.6% | +3.6% |
| YTD | -11.3% | -28.6% | +17.2% | -8.7% |
| 1Y | -11.0% | -38.8% | +27.8% | -6.6% |
| All | +34.6% | -39.8% | +74.4% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling