-28.7%
ETHA vs FE
+27.7%
-56.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +2.7% | +0.6% | +2.1% | +2.7% |
| 30D | +29.4% | -2.1% | +31.5% | +29.4% |
| 3M | +47.2% | +2.6% | +44.5% | +47.1% |
| 6M | +25.4% | -6.8% | +32.2% | +26.0% |
| YTD | -16.5% | +6.9% | -23.4% | -16.1% |
| 1Y | -42.3% | +11.6% | -53.9% | -41.7% |
| All | -28.7% | +27.7% | -56.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling