-42.8%
ETHA vs FTV
+14.7%
-57.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +3.5% | -4.0% | +7.4% | +3.9% |
| 30D | +35.3% | -11.0% | +46.3% | +36.6% |
| 3M | +50.9% | -8.4% | +59.3% | +52.1% |
| 6M | +22.1% | -2.6% | +24.7% | +21.9% |
| YTD | -14.6% | -0.6% | -14.0% | -13.5% |
| 1Y | -42.8% | +11.0% | -53.7% | -46.6% |
| All | -42.8% | +14.7% | -57.5% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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