-42.8%
ETHA vs FIGR
-3.1%
-39.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.9% | +4.4% |
| 7D | +3.5% | -3.0% | +6.5% | +4.1% |
| 30D | +35.3% | +13.7% | +21.7% | +30.0% |
| 3M | +50.9% | +23.9% | +27.0% | +40.2% |
| 6M | +22.1% | -8.4% | +30.5% | +21.4% |
| YTD | -14.6% | -14.6% | 0.0% | -17.3% |
| 1Y | -42.8% | +12.1% | -54.9% | -45.9% |
| All | -42.8% | -3.1% | -39.7% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling