+34.1%
AXP vs ETHA
-41.0%
+75.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -2.9% | -14.0% | +11.2% | -0.8% |
| 30D | +3.7% | -17.4% | +21.1% | +6.5% |
| 3M | -4.9% | +10.6% | -15.5% | -6.8% |
| 6M | +4.1% | -11.2% | +15.3% | +4.9% |
| YTD | -11.7% | -30.1% | +18.4% | -8.8% |
| 1Y | -11.7% | -39.6% | +27.9% | -7.1% |
| All | +34.1% | -41.0% | +75.1% | +27.9% |
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