-27.0%
ETHA vs FLR
+11.5%
-38.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.7% |
| 7D | +3.5% | -3.5% | +6.9% | +5.0% |
| 30D | +35.3% | +4.2% | +31.1% | +32.5% |
| 3M | +50.9% | +8.1% | +42.8% | +43.0% |
| 6M | +22.1% | +21.5% | +0.6% | +6.4% |
| YTD | -14.6% | +36.8% | -51.3% | -30.5% |
| 1Y | -42.8% | +31.2% | -74.0% | -52.3% |
| All | -27.0% | +11.5% | -38.5% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling