-22.1%
FPS vs ETHA
+2.2%
-24.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -4.5% | +20.5% | +17.8% |
| 7D | -8.0% | -5.3% | -2.7% | -5.9% |
| 30D | -43.5% | -14.2% | -29.4% | -39.4% |
| 3M | -41.6% | +10.7% | -52.3% | -44.7% |
| 6M | -44.0% | -8.4% | -35.7% | -39.6% |
| All | -22.1% | +2.2% | -24.2% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling