-67.2%
FISV vs ETHA
-27.9%
-39.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.2% | +5.1% |
| 7D | -2.7% | +3.5% | -6.1% | -3.0% |
| 30D | 0.0% | +35.3% | -35.3% | -3.3% |
| 3M | -2.8% | +50.9% | -53.7% | -7.6% |
| 6M | -11.8% | +22.1% | -33.9% | -14.2% |
| YTD | -23.2% | -14.6% | -8.6% | -22.5% |
| 1Y | -62.0% | -42.8% | -19.2% | -59.8% |
| All | -67.2% | -27.9% | -39.2% | -67.6% |
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