-24.8%
ETHA vs FTI
+57.1%
-82.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +6.3% |
| 7D | +2.1% | -9.7% | +11.8% | +4.1% |
| 30D | -10.7% | -8.2% | -2.5% | -9.3% |
| 3M | +29.0% | -7.8% | +36.8% | +29.7% |
| 6M | +2.7% | -13.4% | +16.1% | +4.8% |
| YTD | -18.7% | +45.1% | -63.7% | -47.7% |
| 1Y | -24.8% | +54.6% | -79.4% | -56.9% |
| All | -24.8% | +57.1% | -82.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling