+100.6%
FLEX vs ETHA
-42.6%
+143.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.2% | +4.0% | +6.5% |
| 7D | +5.7% | +3.5% | +2.3% | +5.0% |
| 30D | -7.0% | +35.3% | -42.3% | -13.2% |
| 3M | -23.8% | +50.9% | -74.7% | -31.0% |
| 6M | +82.6% | +22.1% | +60.5% | +73.8% |
| YTD | +91.6% | -14.6% | +106.2% | +95.6% |
| 1Y | +100.6% | -42.8% | +143.3% | +117.8% |
| All | +100.6% | -42.6% | +143.1% | +117.8% |
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