+315.1%
DELL vs ETHA
-30.2%
+345.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | +14.9% | +30.9% | -16.0% | +8.1% |
| 3M | +37.2% | +51.1% | -13.9% | +24.6% |
| 6M | +254.0% | +20.5% | +233.5% | +235.6% |
| YTD | +306.1% | -17.3% | +323.4% | +313.8% |
| 1Y | +312.3% | -43.2% | +355.5% | +352.7% |
| All | +315.1% | -30.2% | +345.3% | +291.1% |
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