-43.2%
ETHA vs FFIV
+22.0%
-65.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -2.4% | +1.6% | -4.0% | -3.0% |
| 30D | +30.9% | -3.7% | +34.6% | +32.6% |
| 3M | +51.1% | +2.0% | +49.2% | +48.9% |
| 6M | +20.5% | +39.3% | -18.7% | +2.9% |
| YTD | -17.3% | +56.1% | -73.4% | -32.9% |
| 1Y | -43.2% | +22.0% | -65.2% | -48.9% |
| All | -43.2% | +22.0% | -65.3% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling