+38.5%
FXI vs ETHA
-30.2%
+68.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.8% | -2.4% | -0.4% | -2.6% |
| 30D | -3.7% | +30.9% | -34.6% | -6.6% |
| 3M | -0.4% | +51.1% | -51.5% | -5.0% |
| 6M | -5.4% | +20.5% | -25.9% | -7.9% |
| YTD | -9.6% | -17.3% | +7.6% | -9.0% |
| 1Y | -11.9% | -43.2% | +31.3% | -8.2% |
| All | +38.5% | -30.2% | +68.7% | +31.9% |
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