-29.3%
ETHA vs FDS
-36.5%
+7.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +1.5% |
| 7D | -2.4% | -16.0% | +13.6% | +2.3% |
| 30D | +30.9% | -6.7% | +37.6% | +33.4% |
| 3M | +51.1% | +6.0% | +45.2% | +47.6% |
| 6M | +20.5% | +25.1% | -4.6% | +9.2% |
| YTD | -17.3% | -8.1% | -9.1% | -13.3% |
| 1Y | -43.2% | -26.0% | -17.2% | -32.0% |
| All | -29.3% | -36.5% | +7.3% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling