+76.7%
FOXA vs ETHA
-30.1%
+106.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -5.4% | +2.9% | -8.4% | -5.6% |
| 30D | +1.1% | +31.4% | -30.3% | -0.4% |
| 3M | -6.1% | +48.9% | -55.0% | -8.3% |
| 6M | +8.2% | +20.9% | -12.6% | +7.0% |
| YTD | -11.8% | -17.2% | +5.4% | -10.6% |
| 1Y | +9.9% | -42.8% | +52.7% | +14.4% |
| All | +76.7% | -30.1% | +106.8% | +71.7% |
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