-40.6%
ETHA vs FN
-20.4%
-20.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.9% | -16.4% | -6.7% |
| 7D | -5.3% | +16.3% | -21.6% | -8.6% |
| 30D | -14.2% | -24.7% | +10.6% | -10.0% |
| 3M | +10.7% | -34.9% | +45.6% | +18.3% |
| 6M | -8.4% | -41.1% | +32.7% | -0.6% |
| YTD | -28.6% | -19.6% | -9.0% | -34.3% |
| All | -40.6% | -20.4% | -20.2% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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