-29.4%
ETHA vs FGI
+45.3%
-74.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.2% | -2.7% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | +27.9% | +65.4% | -37.5% | +25.5% |
| 3M | +38.3% | +23.5% | +14.8% | +36.2% |
| 6M | +14.0% | +60.5% | -46.6% | +9.5% |
| YTD | -17.4% | +30.0% | -47.4% | -20.2% |
| 1Y | -42.7% | +82.1% | -124.7% | -45.8% |
| All | -29.4% | +45.3% | -74.7% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling