-24.8%
ETHA vs FDS
+31.1%
-56.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +5.4% |
| 7D | +2.1% | +9.4% | -7.3% | +0.9% |
| 30D | -10.7% | +23.8% | -34.5% | -13.3% |
| 3M | +29.0% | +25.1% | +3.8% | +25.2% |
| 6M | +2.7% | +53.8% | -51.1% | -3.8% |
| YTD | -18.7% | +19.6% | -38.2% | -20.4% |
| 1Y | -24.8% | +31.6% | -56.5% | -23.8% |
| All | -24.8% | +31.1% | -56.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling