+9.1%
FERG vs ETHA
-30.1%
+39.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.3% |
| 7D | +0.9% | +2.9% | -2.0% | +0.5% |
| 30D | -15.1% | +31.4% | -46.5% | -17.8% |
| 3M | -4.8% | +48.9% | -53.7% | -9.5% |
| 6M | -2.5% | +20.9% | -23.3% | -5.1% |
| YTD | +1.8% | -17.2% | +19.0% | +2.9% |
| 1Y | -0.3% | -42.8% | +42.5% | +4.6% |
| All | +9.1% | -30.1% | +39.2% | +4.2% |
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