+364.8%
DELL vs ETHA
-27.9%
+392.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.2% | +8.7% | +11.3% |
| 7D | +8.2% | +3.5% | +4.8% | +7.5% |
| 30D | +17.1% | +35.3% | -18.2% | +9.4% |
| 3M | +45.2% | +50.9% | -5.7% | +31.9% |
| 6M | +286.8% | +22.1% | +264.7% | +265.9% |
| YTD | +354.8% | -14.6% | +369.4% | +360.5% |
| 1Y | +358.3% | -42.8% | +401.0% | +403.0% |
| All | +364.8% | -27.9% | +392.8% | +335.2% |
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