-24.6%
DXCM vs ETHA
-30.2%
+5.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -5.8% | -2.4% | -3.4% | -5.6% |
| 30D | -5.6% | +30.9% | -36.5% | -7.4% |
| 3M | +13.0% | +51.1% | -38.1% | +9.3% |
| 6M | +24.7% | +20.5% | +4.1% | +22.3% |
| YTD | +27.3% | -17.3% | +44.6% | +27.6% |
| 1Y | +11.2% | -43.2% | +54.4% | +14.0% |
| All | -24.6% | -30.2% | +5.6% | -32.6% |
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