+82.4%
FOXA vs ETHA
-27.9%
+110.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | +1.0% |
| 7D | +0.8% | +3.5% | -2.7% | +0.6% |
| 30D | +5.0% | +35.3% | -30.3% | +3.3% |
| 3M | -3.0% | +50.9% | -53.9% | -5.3% |
| 6M | +14.8% | +22.1% | -7.4% | +13.4% |
| YTD | -8.9% | -14.6% | +5.7% | -7.8% |
| 1Y | +13.3% | -42.8% | +56.1% | +18.1% |
| All | +82.4% | -27.9% | +110.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling