-28.7%
ETHA vs FGI
+48.0%
-76.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | +2.7% | +5.2% | -2.5% | +2.6% |
| 30D | +29.4% | +65.2% | -35.8% | +27.0% |
| 3M | +47.2% | +30.2% | +17.0% | +44.8% |
| 6M | +25.4% | +87.8% | -62.4% | +19.9% |
| YTD | -16.5% | +32.5% | -49.0% | -19.4% |
| 1Y | -42.3% | +93.6% | -135.9% | -45.6% |
| All | -28.7% | +48.0% | -76.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling