-83.2%
FIG vs ETHA
-49.0%
-34.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +3.8% |
| 7D | +3.4% | -12.5% | +15.9% | +7.6% |
| 30D | -9.5% | -19.8% | +10.4% | -2.9% |
| 3M | -26.2% | +3.1% | -29.3% | -27.1% |
| 6M | +2.7% | -13.8% | +16.5% | +5.8% |
| YTD | -48.0% | -34.6% | -13.4% | -42.4% |
| 1Y | -52.0% | -38.7% | -13.3% | -46.1% |
| All | -83.2% | -49.0% | -34.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling