-50.4%
FLUT vs ETHA
-29.6%
-20.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +3.8% | +2.7% | +1.1% | +3.4% |
| 30D | +6.3% | +29.4% | -23.1% | +2.6% |
| 3M | -4.0% | +47.2% | -51.2% | -9.3% |
| 6M | -10.3% | +25.4% | -35.7% | -13.8% |
| YTD | -53.2% | -16.5% | -36.6% | -52.7% |
| 1Y | -65.0% | -42.3% | -22.7% | -63.1% |
| All | -50.4% | -29.6% | -20.8% | -51.8% |
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