-38.9%
ETHA vs USFD
+109.9%
-148.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -6.4% |
| 7D | -5.3% | +3.9% | -9.2% | -7.7% |
| 30D | -14.2% | +12.8% | -27.0% | -21.0% |
| 3M | +10.7% | +1.0% | +9.7% | +9.5% |
| 6M | -8.4% | +30.3% | -38.6% | -25.9% |
| YTD | -28.6% | +46.0% | -74.5% | -51.7% |
| 1Y | -38.8% | +49.6% | -88.5% | -59.9% |
| All | -38.9% | +109.9% | -148.8% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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