+211.2%
FIX vs ETHA
-36.9%
+248.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.7% |
| 7D | -17.5% | -0.2% | -17.3% | -17.5% |
| 30D | -41.6% | -13.4% | -28.2% | -39.6% |
| 3M | -40.6% | +16.5% | -57.1% | -43.0% |
| 6M | -49.4% | -5.3% | -44.0% | -49.2% |
| YTD | +9.2% | -25.2% | +34.4% | +13.8% |
| 1Y | +6.5% | -32.9% | +39.3% | +13.4% |
| All | +211.2% | -36.9% | +248.1% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling