-28.7%
ETHA vs RJF
+65.2%
-93.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.9% |
| 7D | +2.7% | +1.8% | +0.9% | +1.3% |
| 30D | +29.4% | 0.0% | +29.4% | +28.7% |
| 3M | +47.2% | +18.0% | +29.2% | +26.6% |
| 6M | +25.4% | +17.0% | +8.4% | +7.6% |
| YTD | -16.5% | +11.1% | -27.7% | -24.6% |
| 1Y | -42.3% | +8.0% | -50.3% | -46.6% |
| All | -28.7% | +65.2% | -93.9% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling