+72.7%
FCX vs ETHA
-30.1%
+102.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +3.1% | +2.9% | +0.2% | +2.4% |
| 30D | +8.1% | +31.4% | -23.3% | +1.9% |
| 3M | +18.9% | +48.9% | -29.9% | +9.3% |
| 6M | +26.6% | +20.9% | +5.7% | +21.2% |
| YTD | +51.2% | -17.2% | +68.3% | +53.0% |
| 1Y | +75.6% | -42.8% | +118.3% | +87.3% |
| All | +72.7% | -30.1% | +102.8% | +61.9% |
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