-23.7%
FPS vs ETHA
-6.4%
-17.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.3% |
| 7D | +13.6% | -12.5% | +26.1% | +19.9% |
| 30D | -32.4% | -19.8% | -12.6% | -25.2% |
| 3M | -41.1% | +3.1% | -44.2% | -42.5% |
| 6M | -51.4% | -13.8% | -37.6% | -46.4% |
| All | -23.7% | -6.4% | -17.3% | -26.3% |
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