+25.5%
FLEX vs ETHA
-41.9%
+67.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +2.2% | -14.0% | +16.3% | +6.2% |
| 30D | -32.6% | -17.4% | -15.3% | -29.3% |
| 3M | -35.5% | +10.6% | -46.1% | -36.8% |
| 6M | -45.6% | -11.2% | -34.3% | -43.3% |
| YTD | +30.7% | -30.1% | +60.8% | +41.1% |
| All | +25.5% | -41.9% | +67.4% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling