-36.1%
ETHA vs FGI
+44.3%
-80.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -0.2% | -7.0% | +6.8% | -0.1% |
| 30D | -13.4% | -4.2% | -9.1% | -13.4% |
| 3M | +16.5% | +55.6% | -39.1% | +14.3% |
| 6M | -5.3% | -3.2% | -2.2% | -6.5% |
| YTD | -25.2% | +29.1% | -54.3% | -27.8% |
| 1Y | -32.9% | +51.0% | -83.9% | -35.8% |
| All | -36.1% | +44.3% | -80.4% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling