-24.8%
ETHA vs FLR
+2.5%
-27.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +2.1% | +1.4% | +0.8% | +1.7% |
| 30D | -10.7% | -5.9% | -4.8% | -9.1% |
| 3M | +29.0% | -7.6% | +36.6% | +30.8% |
| 6M | +2.7% | -9.3% | +12.0% | +4.0% |
| YTD | -18.7% | +20.1% | -38.8% | -35.6% |
| 1Y | -24.8% | +3.0% | -27.9% | -28.9% |
| All | -24.8% | +2.5% | -27.4% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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