-28.7%
ETHA vs FFIV
+123.0%
-151.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.7% | -1.5% | +4.2% | +3.6% |
| 30D | +29.4% | -2.7% | +32.0% | +30.7% |
| 3M | +47.2% | -1.7% | +48.8% | +47.0% |
| 6M | +25.4% | +36.1% | -10.7% | +1.0% |
| YTD | -16.5% | +52.6% | -69.2% | -37.9% |
| 1Y | -42.3% | +21.5% | -63.8% | -50.5% |
| All | -28.7% | +123.0% | -151.7% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling