-29.2%
ETHA vs QS
-33.7%
+4.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | +1.0% |
| 7D | +2.9% | -4.2% | +7.2% | +4.0% |
| 30D | +31.4% | -15.7% | +47.1% | +37.1% |
| 3M | +48.9% | -28.7% | +77.6% | +60.2% |
| 6M | +20.9% | -23.2% | +44.1% | +26.6% |
| YTD | -17.2% | -49.9% | +32.7% | -3.2% |
| 1Y | -42.8% | -38.8% | -4.0% | -35.8% |
| All | -29.2% | -33.7% | +4.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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