-29.4%
ETHA vs EXPD
+58.0%
-87.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +0.8% | -1.1% | +2.0% | +1.2% |
| 30D | +27.9% | +4.1% | +23.8% | +26.2% |
| 3M | +38.3% | +17.9% | +20.4% | +30.2% |
| 6M | +14.0% | +29.2% | -15.3% | +3.1% |
| YTD | -17.4% | +27.4% | -44.8% | -25.6% |
| 1Y | -42.7% | +56.8% | -99.5% | -53.8% |
| All | -29.4% | +58.0% | -87.4% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling