-29.4%
ETHA vs FFIV
+123.5%
-152.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +0.8% | -1.0% | +1.8% | +1.4% |
| 30D | +27.9% | -5.1% | +33.0% | +31.1% |
| 3M | +38.3% | -4.5% | +42.8% | +40.9% |
| 6M | +14.0% | +36.5% | -22.5% | -8.4% |
| YTD | -17.4% | +53.0% | -70.4% | -38.6% |
| 1Y | -42.7% | +24.2% | -66.9% | -51.6% |
| All | -29.4% | +123.5% | -152.9% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling