-44.1%
ETHA vs FGI
+23.5%
-67.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -25.2% | +21.8% | -3.0% |
| 7D | -12.5% | -14.4% | +1.9% | -12.4% |
| 30D | -19.8% | -11.8% | -8.0% | -19.7% |
| 3M | +3.1% | -46.2% | +49.4% | +3.8% |
| 6M | -13.8% | +5.2% | -19.0% | -15.2% |
| YTD | -34.6% | +10.5% | -45.1% | -36.7% |
| 1Y | -38.7% | +25.5% | -64.2% | -41.2% |
| All | -44.1% | +23.5% | -67.6% | -44.0% |
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