+42.1%
FITB vs ETHA
-27.9%
+70.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.2% |
| 7D | -0.3% | +3.5% | -3.7% | -0.6% |
| 30D | -5.7% | +35.3% | -41.0% | -8.8% |
| 3M | +3.2% | +50.9% | -47.7% | -1.7% |
| 6M | +23.4% | +22.1% | +1.3% | +20.1% |
| YTD | +18.8% | -14.6% | +33.4% | +19.6% |
| 1Y | +25.0% | -42.8% | +67.8% | +31.8% |
| All | +42.1% | -27.9% | +70.1% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling