+50.8%
FAST vs ETHA
-30.1%
+80.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | +1.8% | +2.9% | -1.1% | +1.6% |
| 30D | -6.4% | +31.4% | -37.8% | -8.1% |
| 3M | +5.3% | +48.9% | -43.6% | +2.5% |
| 6M | +5.4% | +20.9% | -15.5% | +3.8% |
| YTD | +23.6% | -17.2% | +40.7% | +24.8% |
| 1Y | +4.1% | -42.8% | +46.9% | +7.8% |
| All | +50.8% | -30.1% | +80.9% | +42.3% |
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