-29.3%
ETHA vs FE
+27.2%
-56.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | -1.7% | -0.7% | -2.4% |
| 30D | +30.9% | -1.3% | +32.1% | +30.9% |
| 3M | +51.1% | +0.6% | +50.5% | +51.0% |
| 6M | +20.5% | -6.8% | +27.4% | +21.1% |
| YTD | -17.3% | +6.4% | -23.7% | -16.8% |
| 1Y | -43.2% | +11.3% | -54.5% | -42.7% |
| All | -29.3% | +27.2% | -56.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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