-29.3%
ETHA vs XPO
+61.7%
-91.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +30.9% | -10.4% | +41.2% | +35.4% |
| 3M | +51.1% | -15.7% | +66.8% | +59.0% |
| 6M | +20.5% | -6.3% | +26.9% | +20.9% |
| YTD | -17.3% | +34.2% | -51.4% | -29.2% |
| 1Y | -43.2% | +39.9% | -83.2% | -53.0% |
| All | -29.3% | +61.7% | -91.0% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 3y: compounded portfolio wealth divided by compounded XPO 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…
3y analysis · Full analysis span regression · 6 months rolling