+52.1%
FDX vs ETHA
-41.2%
+93.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -2.1% | -14.0% | +12.0% | -1.6% |
| 30D | +10.4% | -17.4% | +27.8% | +11.0% |
| 3M | +0.5% | +10.6% | -10.2% | +0.1% |
| 6M | +6.5% | -11.2% | +17.7% | +6.3% |
| YTD | +40.2% | -30.1% | +70.3% | +40.2% |
| 1Y | +52.1% | -39.6% | +91.7% | +51.8% |
| All | +52.1% | -41.2% | +93.3% | +51.8% |
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