-41.6%
ETHA vs FRMI
-78.1%
+36.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.9% |
| 7D | +3.5% | +7.4% | -4.0% | +2.3% |
| 30D | +35.3% | -27.6% | +62.9% | +40.9% |
| 3M | +50.9% | -20.9% | +71.7% | +51.8% |
| 6M | +22.1% | -36.6% | +58.7% | +25.1% |
| YTD | -14.6% | -31.3% | +16.7% | -13.2% |
| All | -41.6% | -78.1% | +36.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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