+87.8%
GOOGL vs ETHA
-27.9%
+115.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.5% | +1.3% |
| 7D | 0.0% | +3.5% | -3.4% | -0.5% |
| 30D | -1.4% | +35.3% | -36.7% | -6.2% |
| 3M | -5.3% | +50.9% | -56.2% | -11.7% |
| 6M | +9.8% | +22.1% | -12.3% | +5.6% |
| YTD | +8.4% | -14.6% | +22.9% | +9.4% |
| 1Y | +41.2% | -42.8% | +84.0% | +51.0% |
| All | +87.8% | -27.9% | +115.7% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling