-29.3%
ETHA vs RJF
+62.4%
-91.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.8% |
| 7D | -2.4% | -4.2% | +1.8% | +1.1% |
| 30D | +30.9% | -3.6% | +34.5% | +34.4% |
| 3M | +51.1% | +15.6% | +35.5% | +32.2% |
| 6M | +20.5% | +17.6% | +2.9% | +2.7% |
| YTD | -17.3% | +9.2% | -26.5% | -24.2% |
| 1Y | -43.2% | +5.5% | -48.8% | -46.4% |
| All | -29.3% | +62.4% | -91.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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