+111.6%
EXPE vs ETHA
-30.2%
+141.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -8.7% | -2.4% | -6.2% | -8.3% |
| 30D | -13.6% | +30.9% | -44.5% | -17.3% |
| 3M | +26.6% | +51.1% | -24.5% | +18.3% |
| 6M | +19.9% | +20.5% | -0.6% | +15.5% |
| YTD | -1.7% | -17.3% | +15.5% | -0.5% |
| 1Y | +29.4% | -43.2% | +72.7% | +38.6% |
| All | +111.6% | -30.2% | +141.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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