+33.2%
AXP vs ETHA
-36.9%
+70.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +5.8% | -13.4% | +19.2% | +7.9% |
| 3M | -6.0% | +16.5% | -22.5% | -8.5% |
| 6M | +0.3% | -5.3% | +5.6% | +0.2% |
| YTD | -12.3% | -25.2% | +12.9% | -10.2% |
| 1Y | -11.2% | -32.9% | +21.6% | -8.1% |
| All | +33.2% | -36.9% | +70.1% | +25.9% |
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 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