+109.8%
EXPE vs ETHA
-29.6%
+139.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.1% | -9.0% | -8.0% |
| 7D | -9.8% | +2.7% | -12.4% | -10.2% |
| 30D | -11.5% | +29.4% | -40.9% | -15.1% |
| 3M | +21.7% | +47.2% | -25.5% | +14.2% |
| 6M | +10.4% | +25.4% | -15.0% | +5.6% |
| YTD | -2.5% | -16.5% | +14.0% | -1.5% |
| 1Y | +27.3% | -42.3% | +69.7% | +36.0% |
| All | +109.8% | -29.6% | +139.4% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling