+71.4%
FAST vs ETHA
-44.8%
+116.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | +4.2% | -12.5% | +16.7% | +5.0% |
| 30D | +6.7% | -19.8% | +26.5% | +8.0% |
| 3M | +8.0% | +3.1% | +4.9% | +7.6% |
| 6M | +27.4% | -13.8% | +41.2% | +28.3% |
| YTD | +40.5% | -34.6% | +75.1% | +43.7% |
| 1Y | +38.4% | -38.7% | +77.1% | +41.9% |
| All | +71.4% | -44.8% | +116.3% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling