-29.3%
ETHA vs FLR
+10.2%
-39.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | -2.4% | -6.9% | +4.5% | +0.6% |
| 30D | +30.9% | +1.1% | +29.8% | +29.8% |
| 3M | +51.1% | +14.3% | +36.8% | +39.2% |
| 6M | +20.5% | +19.1% | +1.4% | +6.0% |
| YTD | -17.3% | +35.1% | -52.4% | -32.3% |
| 1Y | -43.2% | +29.5% | -72.7% | -52.4% |
| All | -29.3% | +10.2% | -39.5% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling