-36.1%
ETHA vs FE
+29.0%
-65.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -0.2% | 0.0% | -0.1% | -0.2% |
| 30D | -13.4% | +5.2% | -18.6% | -13.4% |
| 3M | +16.5% | 0.0% | +16.5% | +16.5% |
| 6M | -5.3% | +5.0% | -10.4% | -5.4% |
| YTD | -25.2% | +7.9% | -33.1% | -24.8% |
| 1Y | -32.9% | +6.3% | -39.2% | -32.3% |
| All | -36.1% | +29.0% | -65.0% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling