-29.2%
ETHA vs EXE
+27.3%
-56.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +2.9% | -2.7% | +5.7% | +3.7% |
| 30D | +31.4% | -0.4% | +31.8% | +31.5% |
| 3M | +48.9% | +9.5% | +39.4% | +44.6% |
| 6M | +20.9% | -9.3% | +30.2% | +24.5% |
| YTD | -17.2% | -10.9% | -6.3% | -14.3% |
| 1Y | -42.8% | +4.3% | -47.1% | -45.0% |
| All | -29.2% | +27.3% | -56.5% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling