-29.4%
ETHA vs FIVE
+222.5%
-251.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -3.8% |
| 7D | +0.8% | +4.3% | -3.4% | -0.2% |
| 30D | +27.9% | +12.5% | +15.4% | +24.2% |
| 3M | +38.3% | +31.2% | +7.1% | +29.2% |
| 6M | +14.0% | +14.4% | -0.4% | +9.3% |
| YTD | -17.4% | +33.9% | -51.3% | -24.0% |
| 1Y | -42.7% | +65.1% | -107.7% | -50.0% |
| All | -29.4% | +222.5% | -251.9% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling