+84.2%
GOOG vs ETHA
-27.9%
+112.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.0% |
| 7D | 0.0% | +3.5% | -3.4% | -0.5% |
| 30D | -2.0% | +35.3% | -37.3% | -6.8% |
| 3M | -5.9% | +50.9% | -56.7% | -12.2% |
| 6M | +8.9% | +22.1% | -13.2% | +4.7% |
| YTD | +7.1% | -14.6% | +21.7% | +8.1% |
| 1Y | +39.7% | -42.8% | +82.5% | +49.4% |
| All | +84.2% | -27.9% | +112.2% | +76.3% |
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 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