-29.4%
ETHA vs FN
+68.3%
-97.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.8% | -3.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.3% |
| 30D | +27.9% | -22.0% | +49.9% | +35.0% |
| 3M | +38.3% | -43.0% | +81.3% | +59.6% |
| 6M | +14.0% | -27.7% | +41.7% | +17.3% |
| YTD | -17.4% | -10.5% | -6.9% | -22.3% |
| 1Y | -42.7% | +12.5% | -55.2% | -50.8% |
| All | -29.4% | +68.3% | -97.8% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling