-29.4%
ETHA vs FDS
-27.1%
-2.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.6% |
| 7D | +0.8% | -1.9% | +2.7% | +1.4% |
| 30D | +27.9% | +9.0% | +18.9% | +25.1% |
| 3M | +38.3% | +18.9% | +19.5% | +31.0% |
| 6M | +14.0% | +35.1% | -21.2% | +2.3% |
| YTD | -17.4% | +5.5% | -22.9% | -16.6% |
| 1Y | -42.7% | -16.8% | -25.9% | -32.7% |
| All | -29.4% | -27.1% | -2.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling