-27.0%
ETHA vs FANG
+6.7%
-33.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +3.5% | +2.9% | +0.6% | +2.5% |
| 30D | +35.3% | +2.6% | +32.7% | +34.1% |
| 3M | +50.9% | +7.6% | +43.3% | +46.3% |
| 6M | +22.1% | +17.3% | +4.8% | +12.7% |
| YTD | -14.6% | +38.7% | -53.3% | -27.1% |
| 1Y | -42.8% | +51.6% | -94.4% | -53.2% |
| All | -27.0% | +6.7% | -33.7% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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