+32.0%
AXP vs ETHA
-42.9%
+74.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.1% |
| 7D | -2.1% | -10.3% | +8.2% | -0.6% |
| 30D | +2.7% | -19.7% | +22.3% | +5.8% |
| 3M | -7.3% | +7.2% | -14.5% | -8.7% |
| 6M | +1.8% | -11.9% | +13.7% | +2.7% |
| YTD | -13.1% | -32.3% | +19.3% | -9.8% |
| 1Y | -13.7% | -41.1% | +27.4% | -8.9% |
| All | +32.0% | -42.9% | +74.9% | +26.5% |
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