-28.7%
ETHA vs EXE
+29.4%
-58.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.7% | -1.8% | +4.5% | +3.2% |
| 30D | +29.4% | +6.4% | +23.0% | +27.2% |
| 3M | +47.2% | +9.2% | +37.9% | +43.2% |
| 6M | +25.4% | -7.0% | +32.4% | +28.2% |
| YTD | -16.5% | -9.5% | -7.1% | -14.0% |
| 1Y | -42.3% | +6.2% | -48.6% | -44.8% |
| All | -28.7% | +29.4% | -58.0% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling