-28.7%
ETHA vs FLR
+16.5%
-45.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | +29.4% | -0.7% | +30.0% | +29.3% |
| 3M | +47.2% | +14.3% | +32.8% | +35.9% |
| 6M | +25.4% | +25.6% | -0.2% | +7.9% |
| YTD | -16.5% | +42.9% | -59.4% | -33.3% |
| 1Y | -42.3% | +38.7% | -81.1% | -53.1% |
| All | -28.7% | +16.5% | -45.2% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling