-43.4%
ETHA vs FRMI
-78.0%
+34.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.3% |
| 7D | +2.9% | +15.9% | -13.0% | +0.7% |
| 30D | +31.4% | -6.0% | +37.4% | +31.3% |
| 3M | +48.9% | -1.6% | +50.5% | +43.8% |
| 6M | +20.9% | -30.7% | +51.6% | +21.7% |
| YTD | -17.2% | -30.9% | +13.7% | -15.9% |
| All | -43.4% | -78.0% | +34.6% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling