-80.3%
FIG vs ETHA
-35.0%
-45.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -6.0% |
| 7D | -16.4% | +2.7% | -19.0% | -17.1% |
| 30D | -2.3% | +29.4% | -31.7% | -9.9% |
| 3M | +7.8% | +47.2% | -39.3% | -4.8% |
| 6M | -21.8% | +25.4% | -47.2% | -28.3% |
| YTD | -39.1% | -16.5% | -22.6% | -37.3% |
| 1Y | -56.6% | -42.3% | -14.3% | -50.0% |
| All | -80.3% | -35.0% | -45.3% | -78.2% |
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