-45.2%
FIX vs ETHA
-8.8%
-36.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.5% | +13.9% | +10.3% |
| 7D | -7.2% | -5.3% | -2.0% | -6.1% |
| 30D | -35.1% | -14.2% | -21.0% | -32.7% |
| 3M | -34.3% | +10.7% | -45.0% | -35.4% |
| All | -45.2% | -8.8% | -36.4% | -43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling