+284.6%
FLEX vs ETHA
-29.6%
+314.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.2% |
| 7D | +7.0% | +2.7% | +4.3% | +6.4% |
| 30D | -5.8% | +29.4% | -35.2% | -11.1% |
| 3M | -24.2% | +47.2% | -71.4% | -30.7% |
| 6M | +90.8% | +25.4% | +65.4% | +79.6% |
| YTD | +89.2% | -16.5% | +105.7% | +92.3% |
| 1Y | +104.7% | -42.3% | +147.0% | +122.1% |
| All | +284.6% | -29.6% | +314.2% | +257.4% |
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 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