-28.7%
ETHA vs QID
-58.9%
+30.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.3% |
| 7D | +2.7% | -2.7% | +5.4% | +0.5% |
| 30D | +29.4% | +1.8% | +27.6% | +31.4% |
| 3M | +47.2% | -2.2% | +49.3% | +47.5% |
| 6M | +25.4% | -32.1% | +57.5% | -5.7% |
| YTD | -16.5% | -28.6% | +12.0% | -32.8% |
| 1Y | -42.3% | -36.3% | -6.0% | -56.1% |
| All | -28.7% | -58.9% | +30.2% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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