+32.9%
FDX vs ETHA
-30.1%
+63.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.5% |
| 7D | -2.3% | +2.9% | -5.3% | -2.6% |
| 30D | -4.9% | +31.4% | -36.3% | -7.6% |
| 3M | -6.5% | +48.9% | -55.3% | -10.4% |
| 6M | +6.7% | +20.9% | -14.2% | +3.9% |
| YTD | +33.9% | -17.2% | +51.0% | +35.2% |
| 1Y | +72.2% | -42.8% | +115.0% | +81.0% |
| All | +32.9% | -30.1% | +63.0% | +28.5% |
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 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