+80.3%
GOOG vs ETHA
-30.1%
+110.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -2.0% |
| 7D | -1.6% | +2.9% | -4.5% | -2.0% |
| 30D | -7.7% | +31.4% | -39.1% | -11.8% |
| 3M | -9.3% | +48.9% | -58.2% | -15.2% |
| 6M | +7.4% | +20.9% | -13.4% | +3.5% |
| YTD | +4.9% | -17.2% | +22.0% | +6.3% |
| 1Y | +37.2% | -42.8% | +80.0% | +46.7% |
| All | +80.3% | -30.1% | +110.5% | +73.4% |
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