-27.4%
DXCM vs ETHA
-42.9%
+15.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | -3.6% | -10.3% | +6.7% | -2.9% |
| 30D | -4.3% | -19.7% | +15.3% | -2.8% |
| 3M | -10.4% | +7.2% | -17.6% | -10.9% |
| 6M | +33.1% | -11.9% | +45.1% | +33.7% |
| YTD | +22.6% | -32.3% | +55.0% | +24.5% |
| 1Y | +36.5% | -41.1% | +77.7% | +39.6% |
| All | -27.4% | -42.9% | +15.5% | -34.2% |
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 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