-36.1%
ETHA vs FN
+35.2%
-71.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.5% | -4.0% |
| 7D | -0.2% | 0.0% | -0.1% | -0.9% |
| 30D | -13.4% | -34.3% | +20.9% | -4.0% |
| 3M | +16.5% | -39.9% | +56.4% | +30.0% |
| 6M | -5.3% | -51.8% | +46.5% | +10.9% |
| YTD | -25.2% | -28.1% | +2.9% | -26.6% |
| 1Y | -32.9% | -29.1% | -3.8% | -34.2% |
| All | -36.1% | +35.2% | -71.2% | -54.6% |
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