+143.0%
CSCO vs ETHA
-30.2%
+173.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | -10.8% | +30.9% | -41.7% | -12.9% |
| 3M | -9.2% | +51.1% | -60.4% | -12.6% |
| 6M | +39.5% | +20.5% | +19.0% | +36.6% |
| YTD | +41.5% | -17.3% | +58.8% | +42.0% |
| 1Y | +61.0% | -43.2% | +104.2% | +65.8% |
| All | +143.0% | -30.2% | +173.2% | +135.4% |
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