-28.7%
ETHA vs XME
+96.0%
-124.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | +2.7% | +3.6% | -0.9% | -0.4% |
| 30D | +29.4% | +3.6% | +25.7% | +24.9% |
| 3M | +47.2% | +1.2% | +46.0% | +44.3% |
| 6M | +25.4% | +9.0% | +16.3% | +13.2% |
| YTD | -16.5% | +15.9% | -32.5% | -28.9% |
| 1Y | -42.3% | +43.2% | -85.5% | -60.3% |
| All | -28.7% | +96.0% | -124.7% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling