+240.6%
FIX vs ETHA
-44.8%
+285.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -0.6% |
| 7D | +9.4% | -12.5% | +22.0% | +12.8% |
| 30D | -27.8% | -19.8% | -8.0% | -24.0% |
| 3M | -35.6% | +3.1% | -38.7% | -36.5% |
| 6M | -45.2% | -13.8% | -31.4% | -43.9% |
| YTD | +19.5% | -34.6% | +54.1% | +28.4% |
| 1Y | +24.2% | -38.7% | +62.9% | +34.9% |
| All | +240.6% | -44.8% | +285.4% | +240.4% |
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 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