-29.2%
ETHA vs XPO
+63.4%
-92.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.3% |
| 7D | +2.9% | -0.9% | +3.9% | +3.1% |
| 30D | +31.4% | -8.1% | +39.5% | +34.8% |
| 3M | +48.9% | -19.0% | +67.9% | +59.0% |
| 6M | +20.9% | -5.2% | +26.1% | +20.7% |
| YTD | -17.2% | +35.6% | -52.7% | -29.4% |
| 1Y | -42.8% | +41.1% | -83.9% | -52.7% |
| All | -29.2% | +63.4% | -92.6% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling