-27.0%
ETHA vs XME
+85.7%
-112.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +4.0% |
| 7D | +3.5% | -4.2% | +7.7% | +7.0% |
| 30D | +35.3% | -2.7% | +38.0% | +37.5% |
| 3M | +50.9% | -3.9% | +54.8% | +54.3% |
| 6M | +22.1% | -1.0% | +23.1% | +19.9% |
| YTD | -14.6% | +9.8% | -24.4% | -24.0% |
| 1Y | -42.8% | +32.5% | -75.3% | -57.9% |
| All | -27.0% | +85.7% | -112.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling