-29.2%
ETHA vs EXPD
+57.6%
-86.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | +2.9% | +1.2% | +1.8% | +2.5% |
| 30D | +31.4% | +5.2% | +26.2% | +29.2% |
| 3M | +48.9% | +13.2% | +35.7% | +42.2% |
| 6M | +20.9% | +30.3% | -9.4% | +9.0% |
| YTD | -17.2% | +27.0% | -44.2% | -25.3% |
| 1Y | -42.8% | +57.3% | -100.1% | -54.0% |
| All | -29.2% | +57.6% | -86.8% | -44.3% |
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