+404.2%
FIX vs ETHA
-29.6%
+433.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +6.1% | +2.7% | +3.4% | +5.3% |
| 30D | -2.7% | +29.4% | -32.0% | -8.9% |
| 3M | -10.9% | +47.2% | -58.1% | -19.4% |
| 6M | +29.0% | +25.4% | +3.6% | +21.1% |
| YTD | +76.9% | -16.5% | +93.4% | +79.9% |
| 1Y | +130.7% | -42.3% | +173.1% | +152.3% |
| All | +404.2% | -29.6% | +433.8% | +376.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling