+37.9%
FDX vs ETHA
-41.7%
+79.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | +0.5% | -10.2% | +10.7% | +1.5% |
| 30D | +9.5% | -17.0% | +26.5% | +11.4% |
| 3M | -1.3% | +9.6% | -10.9% | -2.6% |
| 6M | +5.5% | -11.3% | +16.9% | +6.1% |
| YTD | +38.9% | -30.9% | +69.8% | +42.4% |
| 1Y | +58.8% | -42.6% | +101.4% | +66.1% |
| All | +37.9% | -41.7% | +79.6% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling