-28.7%
ETHA vs EFX
-34.9%
+6.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +2.3% |
| 7D | +2.7% | -7.8% | +10.5% | +6.0% |
| 30D | +29.4% | -5.7% | +35.1% | +32.3% |
| 3M | +47.2% | +2.5% | +44.7% | +44.3% |
| 6M | +25.4% | -16.7% | +42.1% | +34.3% |
| YTD | -16.5% | -20.2% | +3.6% | -8.8% |
| 1Y | -42.3% | -31.4% | -10.9% | -31.2% |
| All | -28.7% | -34.9% | +6.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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