-27.0%
ETHA vs EXE
+24.9%
-51.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.8% |
| 7D | +3.5% | -3.1% | +6.6% | +4.3% |
| 30D | +35.3% | -0.9% | +36.2% | +35.6% |
| 3M | +50.9% | +9.6% | +41.3% | +46.3% |
| 6M | +22.1% | -11.6% | +33.7% | +26.7% |
| YTD | -14.6% | -12.6% | -2.0% | -11.2% |
| 1Y | -42.8% | +1.2% | -44.0% | -44.5% |
| All | -27.0% | +24.9% | -51.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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