-38.7%
ETHA vs FDS
+25.7%
-64.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -12.5% | +1.5% | -14.0% | -12.7% |
| 30D | -19.8% | +14.8% | -34.6% | -21.4% |
| 3M | +3.1% | +16.3% | -13.2% | +1.0% |
| 6M | -13.8% | +66.2% | -80.0% | -21.3% |
| YTD | -34.6% | +16.2% | -50.8% | -35.3% |
| 1Y | -38.7% | +21.8% | -60.5% | -36.8% |
| All | -38.7% | +25.7% | -64.4% | -36.8% |
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