-38.9%
ETHA vs EXPD
+58.6%
-97.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -5.4% |
| 7D | -5.3% | -5.5% | +0.2% | -3.6% |
| 30D | -14.2% | -1.9% | -12.3% | -13.7% |
| 3M | +10.7% | +6.1% | +4.6% | +8.4% |
| 6M | -8.4% | +21.6% | -30.0% | -14.9% |
| YTD | -28.6% | +27.9% | -56.5% | -35.9% |
| 1Y | -38.8% | +39.4% | -78.2% | -47.4% |
| All | -38.9% | +58.6% | -97.6% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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