+268.5%
FLEX vs ETHA
-30.3%
+298.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.0% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | -10.1% | +27.9% | -38.0% | -15.1% |
| 3M | -31.3% | +38.3% | -69.7% | -36.5% |
| 6M | +71.3% | +14.0% | +57.3% | +64.7% |
| YTD | +81.2% | -17.4% | +98.7% | +84.6% |
| 1Y | +98.5% | -42.7% | +141.2% | +115.6% |
| All | +268.5% | -30.3% | +298.8% | +243.2% |
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