+4.7%
FAST vs ETHA
-43.0%
+47.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +1.3% | +2.7% | -1.4% | +1.3% |
| 30D | -4.7% | +29.4% | -34.1% | -4.8% |
| 3M | +7.9% | +47.2% | -39.2% | +7.8% |
| 6M | +7.4% | +25.4% | -17.9% | +7.6% |
| YTD | +25.1% | -16.5% | +41.6% | +25.7% |
| 1Y | +4.7% | -42.3% | +47.0% | +5.3% |
| All | +4.7% | -43.0% | +47.7% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling