-22.6%
FPS vs ETHA
+16.4%
-39.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.7% | -23.0% | -19.6% |
| 7D | -23.3% | +2.1% | -25.5% | -24.2% |
| 30D | -42.4% | -10.7% | -31.7% | -39.8% |
| 3M | -43.0% | +29.0% | -72.0% | -49.7% |
| 6M | -44.5% | +2.7% | -47.2% | -42.8% |
| All | -22.6% | +16.4% | -39.0% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling