-44.1%
ETHA vs FE
+30.5%
-74.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.3% |
| 7D | -12.5% | +1.2% | -13.8% | -12.5% |
| 30D | -19.8% | +4.5% | -24.3% | -19.8% |
| 3M | +3.1% | +1.3% | +1.8% | +3.1% |
| 6M | -13.8% | +8.7% | -22.4% | -13.9% |
| YTD | -34.6% | +9.2% | -43.8% | -34.2% |
| 1Y | -38.7% | +7.0% | -45.7% | -38.2% |
| All | -44.1% | +30.5% | -74.6% | -59.0% |
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