-80.8%
FIG vs ETHA
-35.5%
-45.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -12.2% | -2.4% | -9.8% | -11.6% |
| 30D | -11.0% | +30.9% | -41.9% | -18.1% |
| 3M | +11.9% | +51.1% | -39.3% | -2.0% |
| 6M | -21.9% | +20.5% | -42.4% | -27.5% |
| YTD | -40.8% | -17.3% | -23.5% | -38.9% |
| 1Y | -56.6% | -43.2% | -13.4% | -49.7% |
| All | -80.8% | -35.5% | -45.3% | -78.7% |
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