-44.1%
ETHA vs FN
+35.5%
-79.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -1.4% |
| 7D | -12.5% | +0.3% | -12.8% | -12.9% |
| 30D | -19.8% | -16.5% | -3.3% | -17.0% |
| 3M | +3.1% | -42.1% | +45.2% | +16.2% |
| 6M | -13.8% | -52.9% | +39.1% | +1.7% |
| YTD | -34.6% | -28.0% | -6.6% | -36.1% |
| 1Y | -38.7% | -18.5% | -20.2% | -43.1% |
| All | -44.1% | +35.5% | -79.6% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling