-42.1%
ETHA vs FDS
-19.9%
-22.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -10.3% | -2.6% | -7.7% | -9.7% |
| 30D | -19.7% | +14.1% | -33.7% | -22.5% |
| 3M | +7.2% | +19.8% | -12.6% | +2.0% |
| 6M | -11.9% | +55.0% | -66.9% | -24.0% |
| YTD | -32.3% | +15.9% | -48.2% | -33.6% |
| 1Y | -41.1% | +24.2% | -65.3% | -44.7% |
| All | -42.1% | -19.9% | -22.2% | -36.0% |
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