+53.0%
FDX vs ETHA
-43.4%
+96.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.9% | +1.6% |
| 7D | +5.2% | -12.5% | +17.7% | +5.6% |
| 30D | +11.3% | -19.8% | +31.1% | +12.0% |
| 3M | -4.1% | +3.1% | -7.2% | -4.2% |
| 6M | +9.6% | -13.8% | +23.4% | +9.6% |
| YTD | +40.9% | -34.6% | +75.5% | +40.9% |
| 1Y | +53.0% | -38.7% | +91.7% | +52.9% |
| All | +53.0% | -43.4% | +96.4% | +52.9% |
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 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