-55.8%
FIG vs ETHA
-44.4%
-11.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.7% | -3.6% |
| 7D | -16.3% | +0.8% | -17.1% | -16.6% |
| 30D | -14.3% | +27.9% | -42.2% | -20.3% |
| 3M | +7.2% | +38.3% | -31.2% | -3.3% |
| 6M | -18.6% | +14.0% | -32.6% | -22.9% |
| YTD | -35.5% | -17.4% | -18.0% | -33.5% |
| 1Y | -55.8% | -42.7% | -13.1% | -48.1% |
| All | -55.8% | -44.4% | -11.4% | -48.1% |
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