-80.9%
FIG vs ETHA
-35.4%
-45.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.0% |
| 7D | -14.5% | +2.9% | -17.4% | -15.3% |
| 30D | -13.3% | +31.4% | -44.7% | -20.3% |
| 3M | +7.4% | +48.9% | -41.5% | -5.5% |
| 6M | -27.8% | +20.9% | -48.7% | -33.0% |
| YTD | -41.1% | -17.2% | -23.9% | -39.2% |
| 1Y | -58.7% | -42.8% | -15.9% | -52.3% |
| All | -80.9% | -35.4% | -45.5% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling