+174.2%
FTNT vs ETHA
-30.2%
+204.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.6% | -2.4% | +4.0% | +1.8% |
| 30D | -1.9% | +30.9% | -32.8% | -4.0% |
| 3M | +14.4% | +51.1% | -36.8% | +10.5% |
| 6M | +88.7% | +20.5% | +68.1% | +84.7% |
| YTD | +100.0% | -17.3% | +117.3% | +100.0% |
| 1Y | +99.9% | -43.2% | +143.1% | +104.8% |
| All | +174.2% | -30.2% | +204.4% | +160.2% |
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