-41.3%
FIS vs ETHA
-30.3%
-11.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -2.2% | +27.9% | -30.1% | -3.7% |
| 3M | +2.1% | +38.3% | -36.2% | -0.1% |
| 6M | -14.7% | +14.0% | -28.6% | -15.6% |
| YTD | -35.7% | -17.4% | -18.3% | -35.3% |
| 1Y | -37.1% | -42.7% | +5.6% | -35.3% |
| All | -41.3% | -30.3% | -11.0% | -42.1% |
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 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