-27.0%
ETHA vs RJF
+62.3%
-89.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | +3.5% | -2.7% | +6.2% | +5.8% |
| 30D | +35.3% | -4.3% | +39.6% | +39.8% |
| 3M | +50.9% | +15.7% | +35.1% | +31.8% |
| 6M | +22.1% | +17.8% | +4.3% | +3.9% |
| YTD | -14.6% | +9.2% | -23.8% | -21.7% |
| 1Y | -42.8% | +2.8% | -45.6% | -44.7% |
| All | -27.0% | +62.3% | -89.3% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling