-29.3%
ETHA vs FTI
+173.7%
-203.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.1% |
| 7D | -2.4% | -5.6% | +3.2% | -0.1% |
| 30D | +30.9% | +0.4% | +30.5% | +30.4% |
| 3M | +51.1% | +8.1% | +43.0% | +44.4% |
| 6M | +20.5% | +16.7% | +3.8% | +9.3% |
| YTD | -17.3% | +70.0% | -87.2% | -38.2% |
| 1Y | -43.2% | +85.4% | -128.7% | -59.6% |
| All | -29.3% | +173.7% | -203.0% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling