+36.2%
EQIX vs ETHA
-30.1%
+66.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.3% | +2.9% | -0.6% | +2.1% |
| 30D | +0.4% | +31.4% | -31.0% | -2.0% |
| 3M | -1.1% | +48.9% | -50.0% | -4.7% |
| 6M | +11.5% | +20.9% | -9.4% | +9.1% |
| YTD | +38.2% | -17.2% | +55.4% | +39.4% |
| 1Y | +36.7% | -42.8% | +79.5% | +41.8% |
| All | +36.2% | -30.1% | +66.4% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling