+34.9%
AXP vs ETHA
-29.6%
+64.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +0.6% | +2.7% | -2.1% | +0.2% |
| 30D | -4.3% | +29.4% | -33.7% | -8.1% |
| 3M | +4.7% | +47.2% | -42.5% | -1.5% |
| 6M | +9.0% | +25.4% | -16.4% | +4.6% |
| YTD | -11.1% | -16.5% | +5.4% | -10.3% |
| 1Y | +1.3% | -42.3% | +43.6% | +7.1% |
| All | +34.9% | -29.6% | +64.5% | +25.8% |
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 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