+97.1%
EXPE vs ETHA
-44.8%
+142.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.7% |
| 7D | -0.5% | -12.5% | +12.0% | +1.6% |
| 30D | -6.1% | -19.8% | +13.7% | -2.8% |
| 3M | -21.3% | +3.1% | -24.4% | -22.0% |
| 6M | +19.0% | -13.8% | +32.8% | +20.8% |
| YTD | -8.4% | -34.6% | +26.2% | -4.1% |
| 1Y | -2.8% | -38.7% | +35.9% | +2.5% |
| All | +97.1% | -44.8% | +142.0% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling