-29.3%
ETHA vs XME
+87.5%
-116.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +2.9% |
| 7D | -2.4% | -3.0% | +0.6% | 0.0% |
| 30D | +30.9% | -2.6% | +33.5% | +33.0% |
| 3M | +51.1% | +2.2% | +49.0% | +46.5% |
| 6M | +20.5% | +0.7% | +19.8% | +16.7% |
| YTD | -17.3% | +10.9% | -28.2% | -27.0% |
| 1Y | -43.2% | +35.7% | -79.0% | -59.1% |
| All | -29.3% | +87.5% | -116.8% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling