-29.2%
ETHA vs FIVE
+216.0%
-245.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | +2.9% | +1.7% | +1.3% | +2.5% |
| 30D | +31.4% | +5.0% | +26.4% | +29.7% |
| 3M | +48.9% | +29.5% | +19.4% | +39.5% |
| 6M | +20.9% | +12.4% | +8.5% | +16.3% |
| YTD | -17.2% | +31.2% | -48.4% | -23.4% |
| 1Y | -42.8% | +72.9% | -115.6% | -50.6% |
| All | -29.2% | +216.0% | -245.2% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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