+41.6%
FITB vs ETHA
-29.6%
+71.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +2.8% | +2.7% | +0.1% | +2.5% |
| 30D | -4.5% | +29.4% | -33.9% | -7.2% |
| 3M | +5.7% | +47.2% | -41.5% | +1.0% |
| 6M | +17.1% | +25.4% | -8.3% | +13.5% |
| YTD | +18.3% | -16.5% | +34.9% | +19.5% |
| 1Y | +23.9% | -42.3% | +66.2% | +30.4% |
| All | +41.6% | -29.6% | +71.2% | +33.1% |
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