-69.1%
FISV vs ETHA
-30.1%
-38.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.3% |
| 7D | -6.4% | +2.9% | -9.3% | -6.7% |
| 30D | -6.8% | +31.4% | -38.2% | -9.7% |
| 3M | -10.0% | +48.9% | -58.8% | -14.3% |
| 6M | -20.6% | +20.9% | -41.5% | -22.7% |
| YTD | -27.6% | -17.2% | -10.4% | -26.6% |
| 1Y | -64.3% | -42.8% | -21.5% | -62.2% |
| All | -69.1% | -30.1% | -38.9% | -69.4% |
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