-24.6%
DXCM vs ETHA
-29.6%
+5.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -3.9% |
| 7D | -6.2% | +2.7% | -8.9% | -6.4% |
| 30D | -0.3% | +29.4% | -29.6% | -2.1% |
| 3M | +10.3% | +47.2% | -36.8% | +7.0% |
| 6M | +24.1% | +25.4% | -1.3% | +21.5% |
| YTD | +27.4% | -16.5% | +43.9% | +27.5% |
| 1Y | +8.4% | -42.3% | +50.7% | +10.9% |
| All | -24.6% | -29.6% | +5.0% | -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 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