+165.7%
FLEX vs ETHA
-41.0%
+206.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +2.2% | -14.0% | +16.3% | +5.8% |
| 30D | -32.6% | -17.4% | -15.3% | -29.7% |
| 3M | -35.5% | +10.6% | -46.1% | -37.0% |
| 6M | -45.6% | -11.2% | -34.3% | -44.5% |
| YTD | +30.7% | -30.1% | +60.8% | +38.1% |
| 1Y | +28.4% | -39.6% | +68.0% | +39.5% |
| All | +165.7% | -41.0% | +206.7% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling