+51.8%
FTNT vs ETHA
-31.0%
+82.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.5% |
| 7D | -25.7% | +2.1% | -27.8% | -25.8% |
| 30D | -29.7% | -10.7% | -19.0% | -29.1% |
| 3M | -23.1% | +29.0% | -52.1% | -24.6% |
| 6M | +45.0% | +2.7% | +42.3% | +43.8% |
| YTD | +62.9% | -18.7% | +81.6% | +58.0% |
| 1Y | +51.8% | -24.8% | +76.7% | +47.5% |
| All | +51.8% | -31.0% | +82.8% | +47.5% |
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